对于模拟滤波器,已经形成了许多成熟的设计方案,如巴特 沃兹滤波器切比雪夫滤波器考尔滤波器,每种滤波器都有自己 的一套准确的计算公式,同时,也已制备了大量归一化的设计 表格和曲线,为滤波器的设计和计算提供了许多方便,因此在 模拟滤波器的设计中,只要掌握原型变换,就可以通过归一化 低通原型的参数,去设计各种实际的低通、高通、带通或带阻 滤波器

 S1. Introduction  S2. Conventional Kalman filter  S3. Example  S4. RLS and Kalman filtering  S5. Square-root information filter  S6. Square-root covariance filter  Better numerical properties than the conventional one  The square-root RLS algorithms are special cases

 S.1 Prototype adaptive filter  Filter structure  Quadratic cost functions  S2. Wiener filter theory  MMSE criterion  Wiener-Hopf equations  Orthogonality principle  S3. Unrealizable Wiener filter

 Introduction  Periodogram and correlogram  Nonparametric methods  Parametric methods for Rational spectra  Parametric methods for line spectra  Filter-bank approach  Spatial methods

 S1. Filters: devices of signal processing  Classic Filter  Optimal Filter  Adaptive Filter  S2. Adaptive filtering applications  S3. Stochastic processes  Partial characteristic: Autocorrelation Matrix (ACM)  PSD  Linear parametric model  S4. Mean Square Information Space

1 Getting Started 1 2 MATLAB Basics 8 3 Interacting with MATLAB 31 4 Beyond the Basics 50 5 MATLAB Graphics 67 6 M-Books 91 7 MATLAB Programming 101 8 SIMULINK and GUIs 121 9 Applications 136 10 MATLAB and the Internet 214 11 Troubleshooting 218

§2.1 Discrete-Time Signals: Time-Domain Representation §2.2 Operations on Sequences §2.3 Basic Sequences §2.4 The Sampling Process §2.5 Discrete-Time Systems §2.6 Time-Domain Characterization of LTI Discrete-Time System §2.7 Classification of LTI Discrete-Time Systems §2.8 Correlation of Signals

§7.2 Selection of Filter Type §7.3 Digital Filter Design: Basic Approaches §7.4 IIR Digital Filter Design: Bilinear Transformation Method §7.5 Low pass FIR filter design §7.6 Fixed Window Functions §7.7 Design Steps for Windowed Low Pass FIR Filters

§7.1 Digital Filter Specifications §7.2 Selection of Filter Type §7.3 Digital Filter Design: Basic Approaches §7.4 IIR Digital Filter Design: Bilinear Transformation Method §7.5 IIR Highpass, Bandpass, and Bandstop Digital Filter Design §7.6 Fixed Window Functions §7.7 FIR Filter Design Example

§5.1 Digital Processing of Continuous-Time Signals §5.2 Sampling of Continuous-time Signals §5.3 Effect of Sampling in the Frequency Domain §5.4 Recovery of the Analog Signal §5.6 Sampling of Bandpass Signals §5.7 Analog Lowpass Filter Specifications §5.8 Analog Lowpass Filter Design