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Purchase includes free access to book updates online and a free trial membership in the publisher's book club where you can select from more than a million books without charge. Chapters: Adaptive Filter, Kalman Filter, Ensemble Kalman Filter, Particle Filter, Kernel Adaptive Filter, Extended Kalman Filter, Recursive Bayesian Estimation, Ranklet, Median...
Purchase includes free access to book updates online and a free trial membership in the publisher's book club where you can select from more than a million books without charge. Chapters: Adaptive Filter, Kalman Filter, Ensemble Kalman Filter, Particle Filter, Kernel Adaptive Filter, Extended Kalman Filter, Recursive Bayesian Estimation, Ranklet, Median Filter, Voltage-Controlled Filter, Auxiliary Particle Filter, Covariance Intersection, Kushner Equation, Soft Sensor, Rank Filter. Excerpt: An adaptive filter is a filter that self-adjusts its transfer function according to an optimizing algorithm. Because of the complexity of the optimizing algorithms, most adaptive filters are digital filters that perform digital signal processing and adapt their performance based on the input signal. By way of contrast, a non-adaptive filter has static filter coefficients (which collectively form the transfer function ). For some applications, adaptive coefficients are required since some parameters of the desired processing operation (for instance, the properties of some noise signal) are not known in advance. In these situations it is common to employ an adaptive filter, which uses feedback to refine the values of the filter coefficients and hence its frequency response. Generally speaking, the adapting process involves the use of a cost function , which is a criterion for optimum performance of the filter (for example, minimizing the noise component of the input), to feed an algorithm, which determines how to modify the filter coefficients to minimize the cost on the next iteration. As the power of digital signal processors has increased, adaptive filters have become much more common and are now routinely used in devices such as mobile phones and other communication devices, camcorders and digital cameras, and medical monitoring equipment. Example Suppose a hospital is recording a heart beat (an ECG ), which is being corrupted by a 50 Hz noise (the frequency coming from the...
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