Fundamentals of Adaptive Filtering

  • Paulo S. R. DinizEmail author


This chapter includes a brief review of deterministic and random signal representations. Due to the extent of those subjects, our review is limited to the concepts that are directly relevant to adaptive filtering. The properties of the correlation matrix of the input signal vector are investigated in some detail, since they play a key role in the statistical analysis of the adaptive filtering algorithms.


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© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Universidade Federal do Rio de JaneiroNiteróiBrazil

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