ABSTRACT
This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book develops the ideas of optimality and adaptation in signal processing. The tools of optimal processing are the techniques of statistical signal analysis. The book reviews these ideas, focusing on sampled signals, or time-series, and develops the techniques of estimation theory for random signals. It introduces adaptive processing that is based on a single adaptive filtering algorithm known as the Least Mean Squares (LMS). The book illustrates some of the applications for adaptive filtering by considering in detail the use of the LMS adaptive filter for noise cancellation, estimation of an unknown time-delay between two signals and enhancement of a noisy spectrum. It also illustrates cancellation of unwanted echos in a telecommunication system and the use of adaptive filters for coding signals for efficient transmission.
