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Adaptive Filtering and Change Detection
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Fredrik Gustafsson, Linkoping University, Sweden
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0471 49287 6
July 2000
Hardback
512pp
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Treating change detection as a natural extension of adaptive filtering, this volume offers broad coverage of the field, encompassing both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The integration of both theory and practical applications establishes the book as a valuable resource combining information otherwise only available in separate sources, and makes it an invaluable reference for both postgraduates and researchers studying Signal Processing as well as professional DSP Engineers.
- Includes many examples and case studies to illustrate the ideas and show what can be achieved
- Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools
- Accompanying Matlab toolbox is available on the web illustrating the main ideas and enabling the reader to perform simulations using all the figures and numerical examples featured
Contents:
- Introduction
- Applications
- I: SIGNAL ESTIMATION
- On-line approaches
- Off-line approaches
- II PARAMETER ESTIMATION
- Adaptive filtering
- Change detection based on sliding windows
- Change detection based on filter banks
- III STATE ESTIMATION
- Kalman filtering
- Change detection based on likelihood ratios
- Change detection based on multiple models
- Change detection based on algebraical consistency tests
- IV THEORY
- Evaluation theory
- Linear estimation
- Appendix: Exercises
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