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This book presents the design, analysis, and application of nonlinear adaptive filters with the goal of improving efficient performance (ie the convergence speed, steady-state error, and computational complexity). The authors present a nonlinear adaptive filter, which is an important part of nonlinear system and digital signal processing and can be applied to diverse fields such as communications, control power system, radar sonar, etc. The authors also present an efficient nonlinear filter model and robust adaptive filtering algorithm based on the local cost function of optimal criterion to...

This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their...