Description
Book SynopsisAdaptive filtering is a branch of digital signal processing (DSP) that enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non--stationary signals. It is the basic tool in fault detection and diagnosis.
Trade Review"This book has acquired a permanent place on my bookshelf because it brings together topics I have previously only seen in research papers an provides hard-won practical advice on how those topics may be tuned to solve real problems...." (CVu, April 2001)
"this is a good book in terms of the topics selected and the approaches adopted...useful for all specialists interested in digital signal processing, who will find the book an indispensable and enlightening read." (Studies in Informatics & Control, March 2002)
Table of ContentsINTRODUCTION
Extended Summary.
Applications.
SIGNAL ESTIMATION
On-Line Approaches.
Off-Line Approaches.
PARAMETER ESTIMATION
Adaptive Filtering.
Change Detection Based on Sliding Windows
Change Detection Based on Filter Banks
STATE ESTIMATION
Kalman Filtering
Change Detection Based on Likelihood Ratios
Change Detection Based on Multiple Models
Change Detection Based on Algebraical Consistency Tests
THEORY
Evaluation Theory
Linear Estimation
A. Signal models and notation
B. Fault detection terminology
