This book is a companion to the textbook “Filtering and System Identification, An Introduction” by Michel Verhaegen and Vincent Verdult. It describes and il-lustrates the use of Matlab programs for a number of algorithms presented in the textbook

A nonparametric adaptive filtering approach is proposed in this paper. The algorithm is obtained by exploiting a time-varying step size in the traditional NLMS weight update equation. The step size is adjusted according to the square of a time-av

用于现代信号分析与处理课程，系统辨识、维纳滤波和自适应滤波-Used in modern signal analysis and processing programs, system identification, Wiener filtering and adaptive filtering

Filtering and system identification are powerful techniques for building models of complex systems in communications, signal processing, control, and other engineering disciplines.