Kernel Adaptive Filtering A Comprehensive Introduction
José C. Príncipe, Weifeng Liu, Simon Haykin Covers the kernel least mean squares algorithm, kernel affine projection algorithms, the kernel recursive least squares algorithm, the theory of Gaussian process regression, and the extended kernel recursive least squares algorithm
Presents a powerful model-selection method called maximum marginal likelihood
Addresses the principal bottleneck of kernel adaptive filters--their growing structure
Features twelve computer-oriented experiments to reinforce the concepts, with MATLAB codes downloadable from the authors' Web site
* Concludes each chapter with a summary of the state of the art and potential future directions for original research
Kernel Adaptive Filtering is ideal for engineers, computer scientists, and graduate students interested in nonlinear adaptive systems for online applications (applications where the data stream arrives one sample at a time and incremental optimal solutions are desirable). It is also a useful guide for those who look for nonlinear adaptive filtering methodologies to solve practical problems.