Adaptive Filtering Prediction and Control

Thisunifiedsurveyofthetheoryofadaptivefiltering，prediction，andcontrolfocusesonlineardiscrete-timesystemsandexploresthenaturalextensionstononlinearsystems.Inkeepingwiththeimportanceofcomputerstopracticalapplications，theauthorsemphasizediscrete-timesystems.Theirapproachsummarizesthetheoreticalandpracticalaspectsofalargeclassofadaptivealgorithms.
Idealforadvancedundergraduateandgraduateclasses，thistreatmentconsistsoftwoparts.Thefirstsectionconcernsdeterministicsystems，coveringmodels，parameterestimation，andadaptivepredictionandcontrol.Thesecondpartexaminesstochasticsystems，exploringoptimalfilteringandprediction，parameterestimation，adaptivefilteringandprediction，andadaptivecontrol.Extensiveappendicesofferasummaryofrelevantbackgroundmaterial，makingthisvolumelargelyself-contained.Readerswillfindthatthesetheories，formulas，andapplicationsarerelatedtoavarietyoffields，includingbiotechnology，aerospaceengineering，computersciences，andelectricalengineering.