Customer Reviews

Adaptive Signal Processing

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This is a classic not because it was one of the first books on the subject but because he actually lets you "understand".

I have not found a comperable book on Kalman filtering. To bad Widrow and Stearns have not written one on this subject.

I've even been known to give this book as a gift (for the electrical engineer that doesn't have everything). Something that I have observed about superior explainers over the years, is that if they really know the subject, then they can explain it to almost anyone. Widrow invented the subject and can see it with his mind's eye and more importantly can give you the vision. He reduces the dynamics to a marble seeking the bottom of a bowl. In fact, he helps you become the marble and the bowl. I have attended many seminars and short classes over the years at UCLA. Widrow's was the only one where we gave the lecturer a standing ovation.

Before I read this book, adaptive filtering was a mystery and the LMS algorithm looked like a programming nightmare. It looked like more Kalman filtering. My eyes have been opened. The LMS algorithm for adaptive filtering is almost as simple as Tit for Tat is for game theory. This is the gateway text to understand adaptive filtering, adaptive arrays (help the navy find the rogue submarine), adaptive equalization (design the next generation of modem), adaptive control (say goodbye to overshoot), adaptive prediction (beat the stock market). Furthermore, it leads naturally into the artificial intelligence techniques.

If you are an engineer or a programmer, you should have this tool in your toolbox.

This book is for the person who actually wants to learn HOW IT WORKS. Widrow writes in a clear and easy-to-follow style which delivers all of the mathematical theory and detail of the process of adaptation without drowning the reader in formalism. Statistical signal processing, adaptation dynamics, steady-state behavior, performance - this book explains all of these fundamentals. If you want to become an expert in adaptive signal processing, start with this book.

Bernard Widrow is one of the pioneers in this area, he is also the man who invented the LMS algorithme for adaptive systems. The book takes you through the most important theorems and proofs. In the last section of the book there are some good application examples. The only thing the book are missing is some updated text on LPC analysis and adaptive speach coding (like LP-CELP). Good buy for folks with some knowledge in digital signal processing area, but no knowledge on adaptive and stocastic signal processing. For you who are more interested in the subject, read also Simon Haykin:"Adaptive filter theory". Good luck 8-)