Optimal and Adaptive Digital Filters

2.1 Introduction


2.1.1 Chapter outline

2.1.2 The z transform

2.2 Structure of digital filters


2.2.1 FIR filters

2.2.2 IIR filters

2.3 Optimal filters in the time domain


2.3.1 Electrical noise cancellation

2.3.2 The Wiener filter

2.3.3 Linear prediction

2.4 Optimal filters in the transform domain


2.4.1 Unconstrained Wiener filter

2.4.2 Causally constrained Wiener filter

2.4.3 Spectral factors

2.5 Multichannel optimal filters


2.5.1 Time-domain solution

2.5.2 Transform-domain solution

2.6 The LMS algorithm


2.6.1 Steepest descent algorithm

2.6.2 Convergence of the LMS algorithm

2.6.3 Misadjustment and convergence rate

2.7 The RLS algorithm


2.7.1 Newton’s method ...

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