Fundamentals of Adaptive Signal Processing: Estimation Theory

Abstract

This book has grown out of notes for a course that the second author has given for more years than he cares to remember – which, but for the first author who kept various versions, would never have come to this. Specifically, the Institute of Sound and Vibration Research (ISVR) at the University of Southampton has, for many years, run a Masters programme in Sound and Vibration, and more recently in Applied Digital Signal Processing. A course aimed at introducing students to signal processing has been one of the compulsory mod-ules, and given the wide range of students’ first degrees, the coverage needs to make few assumptions about prior knowledge – other than a familiarity with degree entry-level math-ematics. In addition to the Masters programmes the ISVR runs undergraduate programmes in Acoustical Engineering, Acoustics with Music, and Audiology, each of which to varying levels includes signal processing modules. These taught elements underpin the wide-ranging research of the ISVR, exemplified by the four interlinked research groups in Dynamics, Fluid Dynamics and Acoustics, Human Sciences, and Signal Processing and Control. The large doctoral cohort in the research groups attend selected Masters modules and an acquain-tance with signal processing is a ‘required skill’ (necessary evil?) in many a research project. Building on the introductory course there are a large number of specialist modules ranging from medical signal processing to sonar, and from adaptive and active control to Bayesian methods.