Simon Haykin. Adaptive Filter Theory. 3rd edition

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Simon Haykin. Adaptive Filter Theory. 3rd edition
Книга посвещена изучению теории адаптивной фильтрации.
Термин фильтр часто используется для описания устройства ( часть аппаратного обеспечения, программа, алгоритм ), которое применяется для извлечения интересующей информации из зашумленных данных.
Материал разбит на четыре части. В первой части описаны необходимые материалы (background). Вторая часть посвящена задачам линейной оптимальной фильтрации. В третьей части рассказывается об линейных адаптивных фильтрах. Последняя часть посвещена проблеме нелинейной адаптивной фильтрации.
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