Adaptive filtering and change detection / Адаптивная фильтрация и обнаружение изменений

This book is rather broad in that it covers many disciplines regarding both mathematical tools (algebra, calculus, statistics) and application areas (airborne, automotive, communication and standard signal processing and automatic control applications). The book covers all the theory an applied engineer or researcher can ask for: from algorithms with complete derivations, their properties to implementation aspects. Special emphasis has been placed on examples, applications with real data and case studies for illustrating the ideas and what can be achieved. There are more than 130 examples, of which at least ten are case studies that are reused at several occasions in the book. The practitioner who wants to get a quick solution to his problem may try the ‘student approach’ to learning, by studying standard examples and using pattern recognition to match them to the problem at hand <...>