Hi, I'm looking for a good book on adaptive filtering, in the style of Richard Lyon's 'Understanding digital signal processing'. So far, everything I've found involves quite complicated formulas straight from page 1, with very little clear and intuitive description of how this all works. Number one on this list would be 'Fundamental of Adaptive Filtering' by Sayed. I understand this book probably covers everything, but I don't think it's very user friendly for a beginner! Anything out there? Thanks!
Any good practical book on Adaptive filtering?
Started by ●July 12, 2010
Reply by ●July 12, 20102010-07-12
>Hi, >I'm looking for a good book on adaptive filtering, in the style ofRichard>Lyon's 'Understanding digital signal processing'. > >So far, everything I've found involves quite complicated formulasstraight>from page 1, with very little clear and intuitive description of how this >all works. Number one on this list would be 'Fundamental of Adaptive >Filtering' by Sayed. I understand this book probably covers everything,but>I don't think it's very user friendly for a beginner!Sayed's books seem well liked. He has a series of lectures on line, but he seems to struggle to get his point across verbally, so I'm not sure how useful you might find those. Steve
Reply by ●July 13, 20102010-07-13
On 13 Jul, 01:24, "gretzteam" <gretzteam@n_o_s_p_a_m.yahoo.com> wrote:> Hi, > I'm looking for a good book on adaptive filtering, in the style of Richard > Lyon's 'Understanding digital signal processing'.Don't think you will find one. Rick's book is well liked, but he covers the first gap that DSP layfolk who want or need to learn *something* about DSP, need to cover. That reader segment doesn't exist, what adaptive filters are concerned: Total layfolk will probably be OK with Rick's book, while people who need to learn adaptive filters will have to work through the maths anyway.> So far, everything I've found involves quite complicated formulas straight > from page 1, with very little clear and intuitive description of how this > all works.Well, digital filters *are* about applied maths. If you don't like the maths, DSP in general and adaptive filters in particular might not be for you. I would suspect that authors of DSP texts rely on readers to be at least superficially familiar with the basics. Linear algebra and optimization techniques (e.g. conjugated gradients) ought to be familiar at least as concepts. The closer to the nuts'n bolts of things you get, the more familiar with the inner workings of such techniques you need to be. Rune
Reply by ●July 13, 20102010-07-13
Hi, I started working on adaptive filters 8 years back with implementation of the LMS algorithm for echo cancellation using MATLAB having no clue about the concepts of adaptive filters. Funny, I thought its easy! Just a filter in loop with changing coefficients. I got interested in the subject and was introduced to Adaptive filters by Simon Haykin. At that point in time I thought it was the worst written book on the subject. Luckily, I watched lecture series from Prof Gilbert Strang on linear algebra, and found the root cause of the problem, i.e., superficial knowledge of underlying maths does not suffice for DSP in general and adaptive filters in particular. During same time I also enrolled in stochastic processes course, which also helped a lot. Tried to improve my understanding since, and now 8 years down the road I got just enough to at the very least appreciate the beauty of Simon Haykins masterpiece. As for Syeds book, its good, except the notations, same for Diniz. So my suggestion is to start with online lectures on linear algebra, stochastic processes, and basics of optimization to build ur understanding towards pre-reqs and with in few months u'll be able to digest any available book on Adaptive filters. Best On Jul 13, 2:24�am, "gretzteam" <gretzteam@n_o_s_p_a_m.yahoo.com> wrote:> Hi, > I'm looking for a good book on adaptive filtering, in the style of Richard > Lyon's 'Understanding digital signal processing'. > > So far, everything I've found involves quite complicated formulas straight > from page 1, with very little clear and intuitive description of how this > all works. Number one on this list would be 'Fundamental of Adaptive > Filtering' by Sayed. I understand this book probably covers everything, but > I don't think it's very user friendly for a beginner! > > Anything out there? > > Thanks!
Reply by ●July 13, 20102010-07-13
>Hi, >I'm looking for a good book on adaptive filtering, in the style ofRichard>Lyon's 'Understanding digital signal processing'. > >So far, everything I've found involves quite complicated formulasstraight>from page 1, with very little clear and intuitive description of how this >all works. Number one on this list would be 'Fundamental of Adaptive >Filtering' by Sayed. I understand this book probably covers everything,but>I don't think it's very user friendly for a beginner! > >Anything out there? > >Thanks! >That depends on how deep you want to go. If you are interested only in simulations, then even Proakis's comms is enough. But for detailed study, go for Haykin and Sayed. As Steve said, those online lectures by Sayed are not that useful. He has another book Adaptive Filters. Statistical DSP and Modeling by Hayes is also good. Chintan
Reply by ●July 13, 20102010-07-13
On Jul 13, 4:24�am, "gretzteam" <gretzteam@n_o_s_p_a_m.yahoo.com> wrote:> Hi, > I'm looking for a good book on adaptive filtering, in the style of Richard > Lyon's 'Understanding digital signal processing'. > > So far, everything I've found involves quite complicated formulas straight > from page 1, with very little clear and intuitive description of how this > all works. Number one on this list would be 'Fundamental of Adaptive > Filtering' by Sayed. I understand this book probably covers everything, but > I don't think it's very user friendly for a beginner! > > Anything out there? > > Thanks!I'd strongly recommend starting with "Adaptive Signal Processing" by Widrow and Stearns. The math flows easily and it is extremely well written. For Kalman Filters, I've found the treatment in Haykin is excellent - it is dealt with from the point of view of an RLS filter. -Ravi
Reply by ●July 13, 20102010-07-13
My experience with adaptive filters is limited, but I found Haykin's Adaptive Filter Theory to be very easy to read and pretty throrough. Though as another person pointed out, an understanding of linear algebra beyond lin alg 101 is a must. Chris
Reply by ●July 13, 20102010-07-13
>>Hi, >>I'm looking for a good book on adaptive filtering, in the style of >Richard >>Lyon's 'Understanding digital signal processing'. >> >>So far, everything I've found involves quite complicated formulas >straight >>from page 1, with very little clear and intuitive description of howthis>>all works. Number one on this list would be 'Fundamental of Adaptive >>Filtering' by Sayed. I understand this book probably covers everything, >but >>I don't think it's very user friendly for a beginner! >> >>Anything out there? >> >>Thanks! >> > >That depends on how deep you want to go. If you are interested only in >simulations, then even Proakis's comms is enough. > >But for detailed study, go for Haykin and Sayed. As Steve said, those >online lectures by Sayed are not that useful. He has another bookAdaptive>Filters. > >Statistical DSP and Modeling by Hayes is also good. > >Chintan >I second that; I have "Statistical Digital Signal Processing and Modeling" by Monson H. Hayes and it's fantastic. It reviews DSP, probability, and linear algebra to both refresh the reader and introduce the notation to be used throughout the book. It was great to learn and still a great reference.
Reply by ●July 20, 20102010-07-20
On 13 Jul., 15:11, Ravi Srikantiah <ravi.srikant...@gmail.com> wrote:> On Jul 13, 4:24�am, "gretzteam" <gretzteam@n_o_s_p_a_m.yahoo.com> > wrote: > > > Hi, > > I'm looking for a good book on adaptive filtering, in the style of Richard > > Lyon's 'Understanding digital signal processing'. > > > So far, everything I've found involves quite complicated formulas straight > > from page 1, with very little clear and intuitive description of how this > > all works. Number one on this list would be 'Fundamental of Adaptive > > Filtering' by Sayed. I understand this book probably covers everything, but > > I don't think it's very user friendly for a beginner! > > > Anything out there? > > > Thanks! > > I'd strongly recommend starting with "Adaptive Signal Processing" by > Widrow and Stearns. The math flows easily and it is extremely well > written. For Kalman Filters, I've found the treatment in Haykin is > excellent - it is dealt with from the point of view of an RLS filter. > > -RaviHi, I have to second Ravi's comment. The book from Widrow/Stearns is easy to digest and follow. Of course, and as others said, it will definitely not work without math at all, but Widrow/Stearns seemed to me to be a good starting point, to grasp the concepts and from there you can move on to some more "deeper" texts. It is not that Widrow/Stearns is superficial, just as I said: "easy to digest and follow". Regards, JaaC
