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CCL mest) ig 1) PEARSON | 05"3 be i eS aa oe mss cy 6 ” rote e ea Rk ce si tae isp 7 9!"7875 REAR SRA A HF BMAF ia BRE SRA BRS Ai wikis he ( 4% EU hR) Adaptive Filter Theory Fourth Edition [Ki Simon Haykin RRR FR StL ¥ t mat Publishing House of Electronics Industry At&t - BEING yim St HUE ALE TAS ANON eR Beattt. IL IT EE. RARE T RA BLIURURE TAG ete at SABC Stk, FOAL LRA Be ARIAL. ARGO: Aine LMS ARE RE 8. AiG GREER, AU UE, A FA aa. PA. EE A AWM AT RIE SRR RT. SHRM AER oY RET. a Pasta SSR BORIC UREA ABIL ROTA RARE Simplified Chinese edit Copyright © 2003 by PEARSON EDUCATION ASIA LIMITED and Publishing House ot EI sronies Industry. Adaptive Filter Theory, Four Edition, ISBN: 013090126} by Simon Haykin. Copyright © 2002, Al Rights Reserved. Published by arrangement with the original gublisher, Peurson Filaeation, f.. publishing as Prentire Hall, ‘This edition is authorized forsale only in the People "a Republic of Chine fecetuding | Adbiviteatve Reson Hong, Kong and Macau) APH SC AR a he FL AML Fo Person Reducation HE SEP Hi BET RA ASRS 1 Fe PE. RES AH RGA AMETT, ABUL ARS HARA HME MTEL AT A-BAT Pearson Education 34° 2071 3: ERASED bE, Aa HRS MRR BABICS ; HI: 01-2002-0000 BENGAE (CIP) Be AGERE ERG FB TUNE) (9) ee CMayhinn SH ARSE EPR — Itai eB TRAE. 20037 SHE FSM BA) BRAK: Aduptive Filter Theory, Fourth Edition ISBN 7-5053-7632-2 1A. Dab. BRE. TARAS — MEDEHEI:— BEE IY TNTIS SPR AR PR B18 CIP BL RE 2003) Fosaura RES. OE eR: Aka A a et RRA: BFA AA hitptheww pei. com.cn ASSET 173 (FRR RES. 100036, fh: SERRE FRB, 187 x 1092 16 NK, AT FRM. 103 TF BR: 2003 TART 200348 7 ASL set: 69.0050 AM ROT Law A, WAM, OB EH GR, Ba eRe, SAMIR RR Bi: (010) 68279077 FF 2001 47 Fa TB, 8 FT Wh LH RL ADT SD a PRE TI HS Ry OO, LE FB Sh BOF TONE. 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AR REAL BMA, SVERE DE ARNO DR MOR REDE E TR IVICIZ AI). We, RE MORAY (FIR, finite-duration impulse response) #8 AG [BK OHA (TTR, infinite-duration impulse re- sponse MEE Re. > Br 4 BRAC 1Z FLAG BR ALL SEP ICR RAE © RAARICHRERES FEA RNS AISA TE AR KEY, A MARE BRL RERE AE (transversal filter) Ap Ay Hk HE UE BAS CA BRU OE EC 4 RAS TEA CER AM: Cu) IE MIC (b) PAE Ce) HAE. FLERE AEP AER SCH SOALE THOT AR SRAT IB), RIS BEE CAN Mf ios) SA AEE SOK. CR EER TOA ERAS ceo. ARN Xt un) BEE FEEL RR Cn — 1) DEB RE PE RE RE OO 1 FJ aR [LA {Hi (tap weight) FELIS AEE MEA. THe EARS & MBB A un ~ b)ITR REE AB we un - kB EP we, BARS, b= 0,1,...,M, BERRA. BBE HUSA A PUL ALARA SE Be DEORE MEE RE AE HEE IT oP AG OR SEP 28 ARO MERC RB oH MPF Ais A ATL DB a aR an u, y(n) = zwinn — ky (3) ERY RC RAB BAT , PY AS BEY Ae OR PO wo SRE LERAMTA wn) BALL Be ERAN (no 4 a Kallman (1940) POZE Gre IE SLE, JCA 35SEC nonisperaive) EAE RADY STOUR A I EIB, SAR Sin, ROAM eT AR. TOE TT 1 te CS es HO APC SER TS 6 ABSERRRR RERWS HEIDI AE (lattice predictor)? RABGREY, (EURO PER RE SRA HA RE DATs” PG RE. AS a eM RS A ELMURS MPRA LU EEL, LS MUA mR BAM RS BAH (RURSERAEL JT FB AE) H Lal) = final) + bn af — 1 4) a Bry(22) = Bye (Mt =U) KrF (8) (5) FRB 1,250.2 MyM Sa OUR RS fn) RSE me BEIT BG TRIE, b(n) EB mo BUG TA TMRZE ote mo BY BERT FAK. HMI Ef, ERA wn) GF Hm PMA Cn 1), 02) ee — oe) TAC HY RAL A JD BD bg (m)SE LIRA wn — m) GIP m RA wn), Ce = me +) AE A TBI 2. AERTS 1 OR ARE RATA fon) = boa} = win} (6) HOP u(y mo SAS UMS A, FA ASR C6) YTS RA A BR HB HE AT BN FH I oe Hea = Ka UT 2 Hee POT Be — 2 HEE AE THEN, fy mV bye) 9 se BIR ue fda) As SRHORRS MF DH RR AFA u(r), ula 1),..-5 un ~ M), Jer ol SR b(n}, bin), by (0) EUR — EE LEE FFF FET PP LM PS TE DMSO ETT A Inka A Sata 1972) HEX. HRSAS 7 FRX LAER MMR: UR EN PE SRS A BH, SE 02) BMRA by Co). bya), De ERR PEA GoD HA FR HL EE ST MESS PERRI AR. d(n) SIMATHAZ RAMEE e(n). KA UREA. 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BTM, PA 8 ARIES UR RE TF) UR RE >F FIR MEBERE ORE E60 A ATO EF LEAR TOR BEDE A Bk Mb LS © APIS SLA: Kang Bl Leserson( 1978) 48th « TERPARIOL F AR ARAL OT MR AMS Beak EEA ‘Sf AS POL AE RE SEABRERS 8 IR BR ie RASHE) HRSBE 9 WARK. Soh, BARR FR AES Air Bi lh EBS AVE EME TOR DART A IER ‘ae ( BURA ARH ) BAB RPE CAST AA CR TB SG, PED PIR DEA ES FE. BOMLIRAET ON Th AMAT AU PIR DEERE , IP DL APT A) — TE hE BRE JRE aE ee RR. ‘PODS TUR Ey SPR Ee BS FP LARD PO) Py A A RO — a Lapuerre DERE Ae. FE 9 75 HI EB AO AY, TOT ACH Lagnerre BUR PTE. $5) Hh RATA (8) A be A 0) Lo s)AU 1 (2) o BUG MT (RIE PORAE NTE, BM a HOME MT oe O<|a 4. 2 (8 BC BP A TTR WHC I) 27M - 20 Ais MR BN OAR A ESS OLB DE AB AT HEAR FB J AS A SES EDEN SA A aS AIR a KL, RM SOT ES JON AE YE SR, REED ET FAG HS AEE ATTRA SEAL ADAP «BAT AB FEE ART RS RE He UHR ALT EERE Me. LU OR ARE RAS, TP AT SAA SAME BBP. PRT, GE LBRO ACL DF AY BOHRA. Ms, THC A MD A 14 DR. WT RFS: 16 HbABASRS = MARNE RA = BRAS = es sd y = fits Z Aarau cate ae »| Re wa 7 aay at pa G) Sea P14 AABN DE A POY BO Ra A RL as a Fh EP 1) RA 4 e)] RFR TLAET LARA, LARVRHRORAP, 8 ERED TRL TRAE LEG RIS AMER ER, BORE FO a3 A AL ARO. SE RY GE HRSA 7 Sih RAFAEL oh ASAE MU GSS OE AG TE BA I LI ET a 2) SETA 14(b)] FES ACBL, Bm RE AR PE ek TITER XDA A UR SE AIG TERE ROT Fa HETAWR ER 6B BUR BR, OS A A PA Sho DOR (PIA IEE A we A RE AS LE A Ft a CREA I ESSE 3) PRM [PA 14(c)] eA, BURL TE ARM ALARA LI So Se BIRO, Te A SA MUA NO ARO. A EL SOONERS OAT A Hh EG AR a IL FD, EIR UH AT (RE ASAT Ee RA. TERRA. RE — PR 5 TAI AR SE ATM RA IRE 4) Tee 4d) eR -RAD, 8 AR RR RRS WR Aer SP ATR AS — BO). BREE ‘A SEL a BR, A SE A. BRS He A eA SE — FE ABBE — (BUR FF VA RS AN SAR PA RES A HT BAY TI, RBA EL. BE 1 BA) Ny SMA a 0 FL EAR 3 PCH AY. TF a A FD ARH RR RE RAS AMOR. HAR RP. | 21 ROR amiRORe OA HB wt RBRR BRT AME A ROCA LUE — AaB RL ROHR SRST CEMA TARTAR oP UN, DUR aaa cd SE — AAA, A a GR a HT cr aN EI FAS Se SBS OO, AI BRE, CRG PORE RB ELEM AUER. RAL, TR SPER HR SAH A Te GR Ba TAAL FOP ROR FRB sa PR a A IH A CA SAAR A AER RTE Sh, ENR CL HORE UR AR TERS a AA wT HAR I ROS EDA SE NCE SL TEL, AR ML R L OARR S EPO BYE SON RRA 9 Pd haa ER BER 9 T AP RM soritl EHH K [ Auguste Comte( 1798 ~ 1857) } | RAMA AM SABRARAMA SARA AS TIED. EST 18 S4ARRERR SE EAH BIO AGE EUR ES SES EA, ET a LE TBS ARATE BM — FE Haykin, 1999) . Rit wit HR SUR RATE RAE) ALCO HREM RBM RAN. EEE FE AAT FD at I SH A ER ORR A IM FARE Galileo FEE T (RiP ARC OSE FTE 1632 SeattT T Heit fe. PRT ARETE BAHIA SAF PSI ( Gauss), FAZE 1795 4E 18 HRT AR ACH T Rt ARE SE A (Gauss, 1809). At, RFRA FEMI RAY FE 19 HARTER A Fe, HHO BiH ED Dy BASE AS EF C795 A) Be Re AML IH) Be BL TAT AY FG JE tt Legendre TE 1805 4 3 OSG HHT BEN TATE Legendre, 1810). BOBLAL AEM) Ty (aT AEC cH Kolmogorov, Krein $1 Wiener #E 20 U2 30 4F ORD 20 HAE 40 EAR WETT AY ( Kolmogorov, 1939; Krein, 1945; Wiener, 1949}. Kolmogorov # Krein f-L4E-9 Wiener (4 CAREC, REHAB ERE He AAT SD ABM, TE Causs [5)849 Kolmogorov, Krein i Wiener STA F 10] BY 2 0) FETE RT SAS EE (AN 140 FE MALS AD) 2 2% Wold He FCA Fed F ai BF SFE ( Wold, 1938) 48 22, Kolmogorov $i FT RC RTEL REECE FIA —— TEE HEPE RE. Krein LEELE Kolmogorov AYE FELA AL Szegs KF IESE SIA Seegys, 1939; Grenander & Suegis, 1958) HAE FA THE IAG A FILE RE HY RG FED” TR Wiener R57 4 SEPARA T SER BLE TRA ASK HL TA DET TE AB BD OR AND DR GE AT BS RI FA Wiener & Hopf, 1931) » FE 1947 46, Levinson RSCIUDEIE T PCI HEIN PED DARL, CEST HOE FH BRU BE HEABRE Rw, = p (is) ACH we, SRAM DRE TE ke eS aL eh Sk HA AR SR A HEE, p HAA STE NL ZN AES AT TPA, ASCHER AB RO FAL ETE A RE RG ED ST NP a A HE, Levinson EAT RAE SEEIE DE FE AD BRIER 25 HI 2 AR ( Levinson, 1947). ZE 1960 *F, Durbin TERRILL Levinson iE FSSC A aT PE 8 I SK. HA Durbin A A TRIE R15) — MA Ho ap TA ARE RPA HAL. 4 1963 AE, Whittle HEH T £2 Levinson-Durbin WX HAR BAAR Suegs ERS ARS EE BIER TALE T Levinson-Durbin BUA SE ES TEL Wiener #1 Kolmogorov (BSL J6FR ic 3 FRE AULT ARTE PA , 4E 20 tee 50 SF PAR AES ORE LF PUP ARE -Socemen( 1970) .Kailth( 1974) A Makhoul(1975) SRE RE eR URROR DVB J BR) ASRS FW Ra RAR, GO RATA, a PA PALA ME TR. RULED. Candner( 99O)HTE Ke RESRE 19 (8, Wiener-Kolmogoroy BRIAR BLIG Ch a FES MEAT T — RGAE VA EAH OLA LTR PE PELL Re ATT AE RAL ART, EE PPE RAR SE A BRE OE PTB TERT, AEDT iy TOL, A EE PRAT KS AS UES $B. JS TPR AME LE 20 IHG 50 APR SR at TRIE PUA FI AAP SRLFET Sh BA AA EA ES Ak A i) POR DA SER ELT ABE. Swerling Efe HSC A ABI SIR FR TA A (Swerling, 1958). FH FAS IAQ IRL, BARE ( Kalman) 6F9E HH EL Swerling PIs — mA AEE AUSF BB A i FRR aS ATT Ll BR — PE (Kalman, 1960). TERA RARER XH ARGS MAM ZG, Swerling( 1963) 7S T SHAM PM BEET FEA OLIEAL. PATI, Swerling UPR RAB AMER, & AMES SP KES, SUN ih A A SAE TPE) IRIE AL FB RAE ALTE ORB BATE A ETE Shab, RIPE FORRES IF SE, TES Bucy RAED, EAR SEHR A TBS A SE AL a a ot SE BR A nt PRY Kalman-Bucy BEBE $8( Kelman & Bucy, 1961). E—RASAN BER Kailach MAP BH ELARA TREVOR (Kailath 1968 , 1970; Kailath & Frost, 1968; Kailath & Geesey, 1973). TERA TAP, AHL ILE (REAR ee REE ) SBD 1) BR AG ST SO DR ER innovations process) EPA innovation RAB B. TUTE TATE BREF ALE y(n EE MEET SHOES A SUE CSE FE oA SIE ARSE: DMB TMLS u(n AMSA, AIA ZIG BAH Kolmog- orov( 1939) 81 Aw RHE BEE BEL SA gy SUE A AT 1 20 HER 90 ERA ER TA VIPERA RRA TARR. RFS THe BET Bir LMS) ADEM MR —H AMAR MBIA. LMS HEE Widrow Ai Hoff 7 1959 FE EAE (TRE ARAL RN A BH AMR RE RR TD Adaline( Widrow & Hoff, 1960; Widrow, 1970). LMS ik: — Fa OLR BEBE, CAE Tak PUMA RS Fs EE ER TSE, A LMS KS Robbins A Monro( 1951) #ESRHE FORMA FF HB HAL AY KR. EAT SURLY BERS SPE MS PER FE AK RH a MA — AR — BA SAULAMETE TEAL LETT EP APRS RST nn AUPE MLIE Mo BIKA EMIS ES EE ALK AL A SE EA (GAL) FE UK (Griffiths, 1977, 1978). & ‘UTZ BAYER AAD EON, CLA SRA VA HS RUE AREAL TT LMS SPC BE AIDE TEE E1981 4, Zames 31 ATH” RPE WOR MEA it AH HE A TT ET EME DE BRAY OTE Dy 0, PEC PY BL A HH AD, Hossibi FUE LMS LIK Ce HO ESF REALE (Hassibi et al., 1996). FEE LMS FOE: GE RE AOHRIO UE AU

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