Download Adaptive Filter Theory by Haykin S., Totterdill P. PDF

By Haykin S., Totterdill P.

At a degree appropriate for graduate classes on adaptive sign processing, this textbook develops the mathematical conception of assorted realizations of linear adaptive filters with finite-duration impulse reaction, and likewise offers an introductory therapy of supervised neural networks. a number of computing device experiments illustrate the underlying idea and purposes of the LMS (least mean-square) and RLS (recursive-least-squares) algorithms, and difficulties finish every one bankruptcy.

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Autocorrelation f (t ) ૽ f * (t ) = ∫ f ( τ ) f * ( τ − t ) dτ F (ω ) F * (ω ) = F (ω ) 2 −∞ ∞ 13. ∫ E= Parseval's formula 2 f (t ) dt E= −∞ ∞ 14. Moments formula mn = ∫t n f (t ) dt = −∞ (n) F (0) where (− j ) n  ( − jt ) f (t )  n ( − jt ) f (t ) F ( n ) (0) = 1 2π ∞ ∫ F ( ω ) dω 2 −∞ d F (ω ) dω n n , dF(ω ) dω d n F (ω ) dω n 15. Frequency differentiation 16. Time reversal f ( −t ) F( −ω ) 17. Conjugate function f * (t ) F * ( −ω ) 18. Integral ( F(0) = 0) t ∫ f (t ) dt 1 F (ω ) jω f (t ) dt 1 F (ω ) + π F ( 0 ) δ (ω ) jω −∞ t 19.

D d ( s)  s = a  [d (s)] ds s=a ©1999 CRC Press LLC Therefore, we proceed as follows:     e st e jnπt = Res =  (n = odd )  a jnπ  s (1 + e − s )   s= jnπ  ds We obtain, by adding all of the residues, ∞ f (t ) = e jnπt 1 + 2 n=−∞ jnπ ∑ (n = odd ) This can be rewritten as follows f (t ) = =  e − j 3πt e − jπt e jπt e j 3πt 1  + L + + + + + L − j 3π − jπ jπ j 3π 2   1 + 2 ∞ ∑ n =1 2 j sin nπt jnπ (n = odd ) which we write, finally f (t ) = 1 2 + 2 π ∞ ∑ k =1 sin(2 k − 1) πt 2k − 1 As a second approach to a solution to this problem, we will show the details in carrying out the contour integration for this problem.

F2 (s) = ∫ ∞ e − at u (t )e − st dt = −∞ ∞ ∫e − ( s + a )t 0 dt = 1 s+a and its region of convergence is Re {s} > –a For the second signal b. F2 (s) = ∫ ∞ −∞ − e − at u ( −t )e − st dt = − ∫ 0 e − ( s + a )t dt = −∞ 1 s+a and its region of convergence is Re {s} < –a Clearly, the knowledge of the region of convergence is necessary to find the time function unambiguously. 5. 7 For t > 0, we close the contour to the left, we obtain f (t ) = 3e st 1 = e −2 t (s − 4)(s + 1) s=−1 2 t>0 For t < 0, the contour closes to the right, and now f (t ) = e 4t 3e st 3e st 3 + = − e −t + (s − 4)(s + 2) s=−1 (s + 1)(s + 2) s= 4 5 10 t<0 These examples confirm that we must know the region of convergence to find the inverse transform.

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