Includes bibliographical references and index.

Adaptive filters are used in many diverse applications, appearing in everything from military instruments to cellphones and home appliances. Adaptive Filtering: Fundamentals of Least Mean Squares with MATLAB® covers the core concepts of this important field, focusing on a vital part of the statistical signal processing area-the least mean square (LMS) adaptive filter. This largely self-contained text:Discusses random variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributionsExplains how to find the eigenvalues and eigenvectors of a.