Book cover

Adaptive filtering and change detection

Fredrik Gustafsson

Wiley, 2001

Adaptive filtering is a classical branch of digital signal processing (DSP) and its industrial interest grows continuously with the increase in computer performance allowing even rather complex algorithms to be run in real-time. On the other hand, change detection is another kind of adaptive filtering for non-stationary signals which has up to now been seen as a theoretical subject with few applications in practice. Change detection is also the basic tool in fault detection and diagnosis. The book bridges a gap in literature with a unified treatment of these areas, stressing that change detection is a natural extension of adaptive filters, and adaptive filters are basic building blocks in all change detectors. The book is rather broad in that it covers many disciplines both regarding mathematical tools (algebra, calculus, statistics) and applications areas (airborne, automotive, communication systems and also standard signal processing and automatic control applications), and its strong points include:

The book is suitable for: Examples and algorithms are illustrated in Matlab, and the 130 examples and case studies can be reproduced and investigated in an accompanying Matlab demo toolbox.

Contact the authors:
Fredrik Gustafsson