This book develops the mathematical theory of linear adaptive filters with finite impulse response. Examples and computer experiment applications illustrate the theory and principles. The second edition has also been restructured with an introduction followed by four parts: discrete-time wide-sense station stochastic process; linear optimum filtering; linear FIR adaptive filtering; limitations, extensions and discussions. New features includes new chapters on QR decomposition-based lattice filters, on blind deconvolution, new appendix material on complex variables and regulation.
Simon Haykin was a Canadian electrical engineer noted for his pioneering work in Adaptive Signal Processing with emphasis on applications to Radar Engineering and Telecom Technology. He was a Distinguished University Professor at McMaster University in Hamilton, Ontario, Canada.
a great book for adaptive filters. I like the fact that a large part of the book is appendices that review the math. Anyone can understand Hykin's explanations. The only thing missing the the neural net stuff that was in the 4th edition.