Adaptive Filters
自适应滤波器的权威Sayed的大作，用大量的实例诠释自适应滤波器的各种算法原理，是不可多得的好书。ADAPTIVE FILTERSADAPTIVE FILTERSALIH SAYEDUniversity of California at Los Angeles◆旧EEEIEEE PressWIlEYNTERSCIENCEA JOHN WILEY SONS, INC, PUBLICATIONCover design by Michael RutkowskiCopyright C 2008 by John Wiley Sons, Inc. All rights reservedPublished by John Wiley Sons, Inc, Hoboken, New JerseyPublished simultaneously in CanadaNo part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or bymeans, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under anySection 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of thePublisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center,Inc, 222 Rosewood Drive, Danvers, MA01923, (978)750-8400, fax(978)750-4470, or on the web atwww.copyright.comRequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment, John Wiley sons, Inc, 111 River Street, Hoboken, NJ,(201)748-6011, fax(201)748-6008,oronlineathttp:/www.wiley.com/go/permissionLimit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts inpreparing this book, they make no representations or warranties with respect to the accuracy or completeness ofe contents of this book and specifically disclaim any implied warranties of merchantability or fitness for aarticular purpose. No warranty may be created or extended by sales representatives or written sales materialsThe advice and strategies contained herein may not be suitable for your situation. You should consult with aprofessional where appropriate. Neither the publisher nor author shall be liable for any loss of profit or anyother commercial damages, including but not limited to special, incidental, consequential, or other damagesFor general information on our other products and services or for technical support, please contact our CustomerCare Department within the United States at(800)762-2974, outside the United States at (317)572-3993 or fax(317)572-4002Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not beavailable in electronic formats. For more information about wiley products, visit our web site atwww.wlley.conLibrary of Congress Cataloging-in-Publication Data:Sayed, Ali hAdaptive filters/Ali H. Sayedp cmIncludes bibliographical references and indexISBN9780470-25388-5( cloth)Adaptive filters. I. TitleTK7872F5s285200862138l5324dc222008003731Printed in the united states of america10987654321To my parentsContentsPrefacexviiNotationXXVAcknowledgmentsXXXBACKGROUND MATERIALA Random variablesA 1 Variance of a random variableA2 Dependent random VariablesA3 Complex-Valued Random VariablesA 4 Vector -Valued Random variables3467A.5 Gaussian Random VectorsB Linear Algebra12B. Hermitian and Positive- Definite matricesB 2 Range spaces and nullspace of matrices14B3 Schur Complements16B 4 Cholesky factorizationB 5 QR DecompositionB6 Singular Value Decomposition20B 7 Kronecker productsC Complex Gradients25C 1 Cauchy-Riemann Conditions5C2 Scalar arguments26C3 Vector arguments26PART:。 PTIMAL ESTIMATIONScalar- Valued Data291. 1 Estimation Without observations1.2 Estimation Given Dependent observations1.3 Orthogonality Principl36CONTENTS1,4 Gaussian random variables382 Vector- Valued Data422. 1 Optimal Estimator in the vector Case422.2 Spherically Invariant Gaussian Variables462. 3 Equivalent Optimization Criterion49Summary and Notes51Problems and Computer Projects54PART I: LINEAR ESTIMATION3 Normal Equatlons603. 1 Mean-Square Error Criterion613.2 Minimization by Differentiation3.3 Minimization by Completion-of-Squares633.4 Minimization of the error Covariance matrix653.5 Optimal Linear estimator4 Orthogonality princlple4. 1 Design Examples4.2 Orthogonality Condition4.3 Existence of solutions744, 4 Nonzero-Mean variables5 Linear Models5.1 Estimation using Linear Relations5.2 Application: Channel Estimation5Application: Block Data Estimation815. 4 Application: Linear Channel equalization825.5 Application: Multiple-Antenna Receivers85Constralned estimation876.1 Minimum-Variance Unbiased estimation6.2 Example: Mean Estimation6.3 Application: Channel and Noise Estimation916.4 Application: Decision Feedback Equalization6.5 Application: Antenna Beamforming1017 Kalman Filter1047.1 Innovations process7.2 State-Space Model106
- 2020-12-09下载
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内存乒乓缓存机制和消息分发机制的C代码实现
用C代码实现乒乓内存缓冲机制，具体实用价值，帮助您提高内存响应速度与及时数据的处理。unsigned long writeunsigned long greadunsigned long overflowST TWTMSG QUEUE:/ Helper macros for accessing Msg queues. *#define tWt QUEUE EMPty(a)(((g->write==(q)->gread)? 1: 0)#define twt_ QUeUe full(a)(((((q)->qwrite +1% TIMEWEIGHT TASKQUEUE SIZED)==(q)->gread)?1: 0)米 generate a Msg entity*正常返回消息体的指针,异常返回NULLT TWTMSG* generateMsg(tT-TWTMSG* pmSg=nULL,if(NULL =-(ptMsg malloc(sizeof(T TWTMSG)))return NULL;memset(ptMsg, 0, sizeof(T TWTMSG)return pmSg;destroy a Msgvoid destroy Msg(t TWTMSG ptMsgif(NULL ptMsg->pfDestroyMsg)pt Msg->pfDestroy Msg(ptMsg->pvMsg)if (NULL != pt Msg)free(pmSgfree a Msg Queuevoid freeTWTMsg Que(T TWTMSG QUEUE* ptMsgQif(NULL =ptMsg Afree(ptMsg Q);Init a Msg QT TWTMSG QUEUE* initTWTMsg QueoT TWTMSG QUEUE pmSg Q= NULlif (NULL ==(ptMsgQ malloc(sizeof(T_ TWTMSG QUeue)goto ErrRetmemset(ptMsgQ, 0, sizeof(T TWTMSG QUEUE))return pmSg Q;Errretprintf( initTWTMsg Que Fail! ")freeTWTMsgQue(ptMsg Q)return nullPop a pvMsg packet from a msg packet queues param g is the packet queue from which to pop the pbuf@return pointer to pvMsg packet if available, NULl otherwiseT TWTMSG* TWTMsg Get(T_ TWTMSG QUEUE aT TWTMSG*//*加锁if(TWT_ QUEUE_ EMPTY(a))iReturn a NUll pointer if the queue is emptypmSg=NULL;else is The queue is not empty so return the next frame from itand adjust the read pointer accordinglypmSg=g->pvMsglq >greadg->gread =((q->gread +1)% TIMEWEIGHT_TASKQUEUE_ SIZE)/*解锁return(pmSg);Push a pmSg packet onto a pvMsg packet queue@param p is the pmsg to push onto the packet queue@param g is the packet queue.W @return 0 if successful, -1 if q is fullnt TWTMsg Send(T tWTMSg*p, T TWTMSG QUEUE *qint ret/if(!TWT_ QUEUE FULL(al)iThe queue isn t full so we add the new frame at the currentw write position and move the write pointer.g->pvMsgla->write]=pg- >write =((q->qwrite+1)% TIMEWEIGHT TASKQUEUE SIZE;ret =oThe stack is full so we are throwing away this value. Keep trackof the number of times this happensg->overflow++ret =-1://*解锁return(ret)**米**米来米***来米*半米*米*半米*米求***半*米米求半**米求半**半求半和*米*//消息分发机制//*算法是//*正常返回0,出错返回-1水米米******水*米*水**米*半*水米米冰半**水水*水米米半米冰水*米水水*水*米水水extern int RecToFile MsgProc(T_ MSG_ REC2 FILE* ptMsg);int DispatchMsg(T TWTMSG *ptMsgitif(NULl = ptMsg goto ErrRet/*dispatch msg*/switch(ptMsg->en Msg Type)case TWT PINgPoNgBuff recRecTo File Msg Procl(TMSG_REC2FE) (pmSg->pMsg);/*处理消息*/destroy Msg( pmSg;/*消毁消息breakdefault.printf("Dispatch Msg Msgtype Error! n")break.return 0ErrRetprintf("Dispatch Msg Fail! ";return-1./*buff size*/#defineP| NGPONG_ BUFF BSIZE0X20000//10*1024*1024/*10M*/*ping pong buff*///chargacPINGBUFF[PINGPONG BUFF BSIZE]; /* Ping Buff*///chargacPONGBUFF[PINGPONG_ BUFF BSIZE] *Pong Buff*/水米米*********米*水**米*半*水米米水**冰水*水米米半半水半米冰水*米水水*水*米米//*释放 ping pong buff/必然成功//*无返回木***木*水****本**水*水水*水****本水**水水****水水***本***米*水void Destroy Ping Pong Butt(T PINGPONGBUFF USE DES ptPing Pong Butt)nLoopif (NULL = pt Ping pong buffreturnfor (nLoop=0; nLooptIng BuffUse[nLoop]. pcHeadAddr)free(ptPing Pong ->t Ping BuffUse[nLoop]. pcHeadAddr)free(pt Ping pong Buff)/初始化 ping pong buff返回 pign pong buff的描述指针//*正常返回0,出错返回-1水水水水水水水水水木水木水水水水水木水木水水水水水水水水本水水水水水水水水水本水水水水水水水水水水水水水T PINGPONGBUFF USE DES InitPing Pong Buff(unsigned int n BuffSizeT PINGPONGBUFF USE DES* ptBuffDes=NULLintnLoop/*获取buf描述*if NULL==(ptBuffDes=malloc(sizeof(T PINGPONGBUFF USE DES))))goto ErrRetmemset(pt BuffDes, 0, sizeof(T_PINGPONGBUFF USE_ DES));/*分别初始化ping和pong*/for(nLoop=0; nLooptIng BuffUsenLoop pcHeadAddr =malloc n BuffSize))goto Err Ret;ptBuffDes->tIng BuffUselnLoop] nBuffSize nBuffsizeptBuffDes->tPing BuffUse[nLoop]. oFfsetptBuffDes->tPing BuffUsenLoop) eUseStatus-=BUFF WRITEABLE;pt BuffDes->eCurUseIDBUFF PINGreturn pt BuffDesErrretprintf("lnitPing Pong Buff Fail!");DestroyIng Pong Buff(pt BuffDes)turn null平**米**米*米***来米米*米*米*半米*米米米来*半米平**米米求*来*半求半来*米求*和*米*/*Reset ping pong buff//*正常返回0,出错返回-1米米米米水冰米*米米水**米米冰*米水米米米米水米水*水米米来米米x米来米米水冰来来宋来水米来米来冰#define ResetBuffUse(ptBuffuse)pt BuffUse->oFfset0pt BuffUse->eUseStatus BUFF WRITEABLEgenerate a file rec msg*正常返回消息体的指针,异常返回NULLT_MSG_REC2lGK SenFRMSB(T_BUFF_USE_DES *ptBuffUse, REC_FILE_DESLIST *ptFileListRT MSG REC2FILE KE* ptRFMsg= NULL;if(NULL ==(ptRFMsg malloc(sizeof(T_ MSG REC2 FILE)return nUllptRFMsg- >pt BuffUse pt BuffUseptRFMsg->pt Filelist ptFilelist;return ptRFMsg
- 2020-12-03下载
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