An Introduction to Random Optimum and Adaptive Signal Processing

InthiscoursewewillconsiderthefollowingkeythemesOptimisation—andingeneralwerestrictourattentiontoquadraticcostfunctions.Adaption—weconsideranumberofalgorithmsforiterativelyconvergingtoandtrackingtheoptimumsolution.StatisticalSignals—thisnecessitatessomeunderstandingofthetheoryofrandomproc