Adaptive Filter Theory

I was introduced to this text in a graduate course. I was not too thrilled about learning from another Haykin book due to a previous experience with his Communication Systems text in an undergraduate course (Horribly confusing... Proakis's text is infinitely better). To my surprise, the book was very detailed and easy to read. The math is very clear and detailed (great for the self learner). Also, the second chapter, which serves as a review of stationary processes and properties, was written much better than most random process textbooks (I applaud Haykin for this given the section was only a review). In chapter 3 or 4, he shows the derivation of the Levison-Durbin Algorithm step-by-step. I strongly disagree with some of the other reviews stating this text is just the typical engineering manual or cookbook with no explainations. However, this is either a love or hate text. If you are looking for a text about practical linear predictive filter design, this is NOT the book for you. This text is heavily geared towards understanding the theory behind the design... hence the title Adaptive Filter THEORY. However, it can make a great reference to engineers in the field of DSP.

I have always wondered why many people have negative opinions about books by Simon Haykin, whether it is 'Communication Systems' or 'Adaptive Filter Theory'. Particularly, this book 'Adaptive Filter Theory', in my opinion, is one of the bestbooks on this subject. As Julius Kusuma correctly mentioned, this book is indeed an "adventure ride" into the field of Adaptive Filter Theory.I discovered this book when I was doing a class project on Self-Orthogonalizing algorithms for Adaptive Beamforming and I felt that all the relevant information that I needed was present in this book. I did'nt really feel the neccesity to refer anything outside this book. Apart from that, this book contains everything that a graduate student needs to know about this exciting field of adaptive filters. The author assumes some background on Random Signal Theory... I'd suggest to look up Sam Shanmugan et al's, "Random Signals: Detection, Estimation and Data Analysis" before beginning to read (enjoy) this "adventure ride" on Adaptive Filters.

Despite the commonly negative opinion against Simon Haykin's book, I find this book to be a very fun reading. It starts off with a very brief review of DSP (more useful just for getting familiar with the notation, really), properties of random processes, and a small section on linear algebra in the middle of the book. The rest of the book can be viewed as a story of how different approaches and algorithms were developed, and is a little difficult to use as reference due to its lack of structure and over-dependency on the previous chapters, both for technical content and notation. I have to admit that the notation used in this book is very, very poor and can be a source of frustration. The dependency is also a pain because you always have to keep flipping 100 pages back because Mr. Haykin prefers to say "Eqn. (4.24)" instead of "an AR model".But there's a lot of hidden treasures within this book that should have been more emphasized. For example, Mold's theorem that states that any discrete stationary process can be decomposed into a deterministic component and a random component, which are uncorrelated to each other. I'm sorry, but a reference to a proof in another book is not enough to really motivate me. This is a very fundamental theorem if you're interested in stochastic signal processing. Sure, you don't cover the Fundamental Theorem of Calculus in your very first calculus class, but then again this is supposed to be a fairly advanced book.So if you're interested in learning certain things quickly, this is NOT the book to get. Consider Munson Hayes' book instead. Save this one when you feel like investing a little time to hear Haykin's story on stochastic signal processing.

Despite the commonly negative opinion against Simon Haykin's book, I find this book to be a very fun reading. It starts off with a very brief review of DSP (more useful just for getting familiar with the notation, really), properties of random processes, and a small section on linear algebra in the middle of the book. The rest of the book can be viewed as a story of how different approaches and algorithms were developed, and is a little difficult to use as reference due to its lack of structure and over-dependency on the previous chapters, both for technical content and notation. But there's a lot of hidden treasures within this book that should have been more emphasized. For example, Mold's theorem that states that any discrete stationary process can be decomposed into a deterministic component and a random component, which are uncorrelated to each other. I'm sorry, but a reference to a proof in another book is not enough to really motivate me. This is a very fundamental theorem if you're interested in stochastic signal processing. Sure, you don't cover the Fundamental Theorem of Calculus in your very first calculus class, but then again this is supposed to be a fairly advanced book.So if you're interested in learning certain things quickly, this is NOT the book to get. Consider Munson Hayes' book instead. Save this one when you feel like investing a little time to hear Haykin's story on stochastic signal processing.

The text is well organized the overview which is given in the beginning of the book is very usefull and it provides an excellent explaination to stochastic signal processing. the background material is a suitable training for those who want to refresh their knowledge in stochastic signals. The second part explains in detail all the prelimanary subjects in statistical signal processing. All the rest of the book is just what any dsp engineer needs as far as theory is concern. What is a bit missing is an interface to the practical world (maybe a few examples of the algorithms which are introduced in the book implemented on of the shelf dsp cores) but anyone can achieve staff like this in manufacturer benchmarks. In short great book