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Adaptive Filter Theory: Third Edition
The subject of adaptive filters constitutes an important part of statistical signal processing. Whenever there is a requirement to process signals that result from operation in an environment of unknown statistics, the use of an adaptive filter offers an attractive solution to the problem as it usually provides a significant improvement in performance over the use of a fixed filter designed by conventional methods. Furthermore, the use of adaptive filters provides new signal-processing capabilities that would not be possible otherwise. We thus find that adaptive filters are successfully applied in such diverse fields as communications, control, radar, sonar, seismology, and biomedical engineering.
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