Adaptive Filtering and Change Detection

Adaptive filtering is a branch of digital signal processing which 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, and is the basic tool in fault detection and diagnosis.
This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources

• Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved
• Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools
• Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured

This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.

Der Autor dieses Buches behandelt den Nachweis von Veränderungen als natürliche Erweiterung der adaptiven Filterung und erklärt sowohl die mathematischen Grundlagen als auch die Anwendung adaptiver Techniken ausführlich und verständlich. In bislang einmaliger Weise wird die Theorie mit Anwendungen aus der Luftfahrt- und Automobiltechnik sowie der Nachrichtentechnik verknüpft. Vom zugehörigen Webserver lassen sich Matlab-Tools abrufen, mit deren Hilfe die im Buch beschriebenen Simulationen nachvollzogen werden können. (08/00) INTRODUCTION
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 "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)

Fredrik Gustafsson is a Swedish professor of sensor informatics at Linköping University.

Adaptive filtering is a classical branch of digital signal processing (DSP). Industrial interest in adaptive filtering grows continuously with the increase in computer performance that allows ever more conplex algorithms to be run in real-time. Change detection is a type of adaptive filtering for non-stationary signals and is also the basic tool in fault detection and diagnosis.

Often considered as separate subjects Adaptive Filtering and Change Detection bridges a gap in the literature with a unified treatment of these areas, emphasizing that change detection is a natural extension of adaptive filters, and adaptive filters are the basic building blocks in all change detectors.
By providing a timely and innovative resource, applied engineers, researchers and postgraduate students studying DSP will all find this an indispensable and enlightening read!

* Presents a comprehensive and complete treatment of adapative filtering

* Provides a unifying framework for the theory of change detection based on a filtering approach

* Combines mathematical tools (algebra, calculus, statistics) and applications areas (airborne, automotive, communication systems, standard signal processing and automatic control applications)

* Features extensive examples and case studies which can be reproduced and investigated in an accompanying Matlab demo toolbox.