Simon Haykin – författare

For graduate-level neural network courses offered in the departments of Computer Engineering, Electrical Engineering, and Computer Science.

 

Neural Networks and Learning Machines, Third Edition is renowned for its thoroughness and readability. This well-organized and completely up-to-date text remains the most comprehensive treatment of neural networks from an engineering perspective. This is ideal for professional engineers and research scientists.

 

Matlab codes used for the computer experiments in the text are available for download at: http://www.pearsonhighered.com/haykin/

 

Refocused, revised and renamed to reflect the duality of neural networks and learning machines, this edition recognizes that the subject matter is richer when these topics are studied together. Ideas drawn from neural networks and machine learning are hybridized to perform improved learning tasks beyond the capability of either independently.

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Adaptive Filter Theory, 5e, is ideal for courses in Adaptive Filters.

Haykin examines both the mathematical theory behind various linear adaptive filters and the elements of supervised multilayer perceptrons. In its fifth edition, this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible.

For courses in Adaptive Filters.

 

Haykin examines both the mathematical theory behind various linear adaptive filters and the elements of supervised multilayer perceptrons. In its fifth edition, this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible.

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Correlative Learning: A Basis for Brain and Adaptive Systems provides a bridge between three disciplines: computational neuroscience, neural networks, and signal processing. First, the authors lay down the preliminary neuroscience background for engineers. The book also presents an overview of the role of correlation in the human brain as well as in the adaptive signal processing world; unifies many well-established synaptic adaptations (learning) rules within the correlation-based learning framework, focusing on a particular correlative learning paradigm, ALOPEX; and presents case studies that illustrate how to use different computational tools and ALOPEX to help readers understand certain brain functions or fit specific engineering applications.

This collaborative work presents the results of over twenty years of pioneering research by Professor Simon Haykin and his colleagues, dealing with the use of adaptive radar signal processing to account for the nonstationary nature of the environment. These results have profound implications for defense-related signal processing and remote sensing. References are provided in each chapter guiding the reader to the original research on which this book is based.

This best-selling, easy-to-read, communication systems text continues to include the most comprehensive coverage of digital communications in an undergraduate level text in this fourth edition.  In addition to being the most up-to-date communications text available, Simon Haykin has added more MATLAB computer experiments and improved examples and problems throughout. Intended for use in the Communication Systems course in the Electrical Engineering core curriculum. This course is typically offered at the junior/senior level in electrical engineering departments at the majority of four year colleges and universities that have electrical engineering programs. The introductory course in communication systems is required for electrical engineering majors. This text will also appeal to a small segment of the professional engineering market.

Correlative Learning: A Basis for Brain and Adaptive Systems provides a bridge between three disciplines: computational neuroscience, neural networks, and signal processing. First, the authors lay down the preliminary neuroscience background for engineers. The book also presents an overview of the role of correlation in the human brain as well as in the adaptive signal processing world; unifies many well-established synaptic adaptations (learning) rules within the correlation-based learning framework, focusing on a particular correlative learning paradigm, ALOPEX; and presents case studies that illustrate how to use different computational tools and ALOPEX to help readers understand certain brain functions or fit specific engineering applications.

Leading experts present the latest research results in adaptive signal processing Recent developments in signal processing have made it clear that significant performance gains can be achieved beyond those achievable using standard adaptive filtering approaches. Adaptive Signal Processing presents the next generation of algorithms that will produce these desired results, with an emphasis on important applications and theoretical advancements. This highly unique resource brings together leading authorities in the field writing on the key topics of significance, each at the cutting edge of its own area of specialty. It begins by addressing the problem of optimization in the complex domain, fully developing a framework that enables taking full advantage of the power of complex-valued processing. Then, the challenges of multichannel processing of complex-valued signals are explored. This comprehensive volume goes on to cover Turbo processing, tracking in the subspace domain, nonlinear sequential state estimation, and speech-bandwidth extension. Examines the seven most important topics in adaptive filtering that will define the next-generation adaptive filtering solutions Introduces the powerful adaptive signal processing methods developed within the last ten years to account for the characteristics of real-life data: non-Gaussianity, non-circularity, non-stationarity, and non-linearity Features self-contained chapters, numerous examples to clarify concepts, and end-of-chapter problems to reinforce understanding of the material Contains contributions from acknowledged leaders in the field Adaptive Signal Processing is an invaluable tool for graduate students, researchers, and practitioners working in the areas of signal processing, communications, controls, radar, sonar, and biomedical engineering.

A handbook on recent advancements and the state of the art in array processing and sensor Networks Handbook on Array Processing and Sensor Networks provides readers with a collection of tutorial articles contributed by world-renowned experts on recent advancements and the state of the art in array processing and sensor networks.Focusing on fundamental principles as well as applications, the handbook provides exhaustive coverage of: wavelets; spatial spectrum estimation; MIMO radio propagation; robustness issues in sensor array processing; wireless communications and sensing in multi-path environments using multi-antenna transceivers; implicit training and array processing for digital communications systems; unitary design of radar waveform diversity sets; acoustic array processing for speech enhancement; acoustic beamforming for hearing aid applications; undetermined blind source separation using acoustic arrays; array processing in astronomy; digital 3D/4D ultrasound imaging technology; self-localization of sensor networks; multi-target tracking and classification in collaborative sensor networks via sequential Monte Carlo; energy-efficient decentralized estimation; sensor data fusion with application to multi-target tracking; distributed algorithms in sensor networks; cooperative communications; distributed source coding; network coding for sensor networks; information-theoretic studies of wireless networks; distributed adaptive learning mechanisms; routing for statistical inference in sensor networks; spectrum estimation in cognitive radios; nonparametric techniques for pedestrian tracking in wireless local area networks; signal processing and networking via the theory of global games; biochemical transport modeling, estimation, and detection in realistic environments; and security and privacy for sensor networks.Handbook on Array Processing and Sensor Networks is the first book of its kind and will appeal to researchers, professors, and graduate students in array processing, sensor networks, advanced signal processing, and networking.

A complete discussion of MIMO communications, from theory to real-world applicationsThe emerging wireless technology Wideband Multiple-Input, Multiple-Output (MIMO) holds the promise of greater bandwidth efficiency and wireless link reliability. This technology is just now being implemented into hardware and working its way into wireless standards such as the ubiquitous 802.11g, as well as third- and fourth-generation cellular standards.Multiple-Input Multiple-Output Channel Models uniquely brings together the theoretical and practical aspects of MIMO communications, revealing how these systems use their multipath diversity to increase channel capacity. It gives the reader a clear understanding of the underlying propagation mechanisms in the wideband MIMO channel, which is fundamental to the development of communication algorithms, signaling strategies, and transceiver design for MIMO systems.MIMO channel models are important tools in understanding the potential gains of a MIMO system. This book discusses two types of wideband MIMO models in detail: correlative channel models—specifically the Kronecker, Weichselberger, and structured models—and cluster models, including Saleh-Valenzuela, European Cooperation in the field of Scientific and Technical Research (COST) 273, and Random Cluster models. From simple to complex, the reader will understand the models' mechanisms and the reasons behind the parameters. Next, channel sounding is explained in detail, presenting the theory behind a few channel sounding techniques used to sound narrowband and wideband channels. The technique of digital matched filtering is then examined and, using real-life data, is shown to provide very accurate estimates of channel gains. The book concludes with a performance analysis of the structured and Kronecker models.Multiple-Input Multiple-Output Channel Models is the first book to apply tensor calculus to the problem of wideband MIMO channel modeling. Each chapter features a list of important references, including core literary references, Matlab implementations of key models, and the location of databases that can be used to help in the development of new models or communication algorithms. Engineers who are working in the development of telecommunications systems will find this resource invaluable, as will researchers and students at the graduate or post-graduate level.

Discover cutting-edge research in wireless communications This book presents cutting-edge research in wireless communications, particularly in the fast-growing subject of multiple-input multiple-output (MIMO) wireless communication systems. It begins with an introduction, which includes historical notes and a review of turbo-information processing and MIMO wireless communications, and goes on to cover: * MIMO channel capacity * BLAST architectures * Space-time turbo codes and turbo decoding principles * Turbo-BLAST * Turbo-MIMO systems The material is complemented with abundant illustrations and computer experiments that are designed to help readers reinforce their understanding of the underlying subject matter. Space-Time Layered Information Processing for Wireless Communications is an ideal resource for researchers in academia and industry and an excellent textbook for related courses at the graduate level.

Online learning from a signal processing perspective There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters. 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.

A handbook on recent advancements and the state of the art in array processing and sensor Networks

Handbook on Array Processing and Sensor Networks provides readers with a collection of tutorial articles contributed by world-renowned experts on recent advancements and the state of the art in array processing and sensor networks.

Focusing on fundamental principles as well as applications, the handbook provides exhaustive coverage of: wavelets; spatial spectrum estimation; MIMO radio propagation; robustness issues in sensor array processing; wireless communications and sensing in multi-path environments using multi-antenna transceivers; implicit training and array processing for digital communications systems; unitary design of radar waveform diversity sets; acoustic array processing for speech enhancement; acoustic beamforming for hearing aid applications; undetermined blind source separation using acoustic arrays; array processing in astronomy; digital 3D/4D ultrasound imaging technology; self-localization of sensor networks; multi-target tracking and classification in collaborative sensor networks via sequential Monte Carlo; energy-efficient decentralized estimation; sensor data fusion with application to multi-target tracking; distributed algorithms in sensor networks; cooperative communications; distributed source coding; network coding for sensor networks; information-theoretic studies of wireless networks; distributed adaptive learning mechanisms; routing for statistical inference in sensor networks; spectrum estimation in cognitive radios; nonparametric techniques for pedestrian tracking in wireless local area networks; signal processing and networking via the theory of global games; biochemical transport modeling, estimation, and detection in realistic environments; and security and privacy for sensor networks.

Handbook on Array Processing and Sensor Networks is the first book of its kind and will appeal to researchers, professors, and graduate students in array processing, sensor networks, advanced signal processing, and networking.

Leading experts present the latest research results in adaptive signal processing

Recent developments in signal processing have made it clear that significant performance gains can be achieved beyond those achievable using standard adaptive filtering approaches. Adaptive Signal Processing presents the next generation of algorithms that will produce these desired results, with an emphasis on important applications and theoretical advancements. This highly unique resource brings together leading authorities in the field writing on the key topics of significance, each at the cutting edge of its own area of specialty. It begins by addressing the problem of optimization in the complex domain, fully developing a framework that enables taking full advantage of the power of complex-valued processing. Then, the challenges of multichannel processing of complex-valued signals are explored. This comprehensive volume goes on to cover Turbo processing, tracking in the subspace domain, nonlinear sequential state estimation, and speech-bandwidth extension.

Examines the seven most important topics in adaptive filtering that will define the next-generation adaptive filtering solutions

Introduces the powerful adaptive signal processing methods developed within the last ten years to account for the characteristics of real-life data: non-Gaussianity, non-circularity, non-stationarity, and non-linearity

Features self-contained chapters, numerous examples to clarify concepts, and end-of-chapter problems to reinforce understanding of the material

Contains contributions from acknowledged leaders in the field

Adaptive Signal Processing is an invaluable tool for graduate students, researchers, and practitioners working in the areas of signal processing, communications, controls, radar, sonar, and biomedical engineering.

A complete discussion of MIMO communications, from theory to real-world applications

The emerging wireless technology Wideband Multiple-Input, Multiple-Output (MIMO) holds the promise of greater bandwidth efficiency and wireless link reliability. This technology is just now being implemented into hardware and working its way into wireless standards such as the ubiquitous 802.11g, as well as third- and fourth-generation cellular standards.

Multiple-Input Multiple-Output Channel Models uniquely brings together the theoretical and practical aspects of MIMO communications, revealing how these systems use their multipath diversity to increase channel capacity. It gives the reader a clear understanding of the underlying propagation mechanisms in the wideband MIMO channel, which is fundamental to the development of communication algorithms, signaling strategies, and transceiver design for MIMO systems.

MIMO channel models are important tools in understanding the potential gains of a MIMO system. This book discusses two types of wideband MIMO models in detail: correlative channel models—specifically the Kronecker, Weichselberger, and structured models—and cluster models, including Saleh-Valenzuela, European Cooperation in the field of Scientific and Technical Research (COST) 273, and Random Cluster models. From simple to complex, the reader will understand the models'' mechanisms and the reasons behind the parameters. Next, channel sounding is explained in detail, presenting the theory behind a few channel sounding techniques used to sound narrowband and wideband channels. The technique of digital matched filtering is then examined and, using real-life data, is shown to provide very accurate estimates of channel gains. The book concludes with a performance analysis of the structured and Kronecker models.

Multiple-Input Multiple-Output Channel Models is the first book to apply tensor calculus to the problem of wideband MIMO channel modeling. Each chapter features a list of important references, including core literary references, Matlab implementations of key models, and the location of databases that can be used to help in the development of new models or communication algorithms. Engineers who are working in the development of telecommunications systems will find this resource invaluable, as will researchers and students at the graduate or post-graduate level.

Online learning from a signal processing perspective

There is increased interest in kernel learning algorithms in neural networks and a growing need for nonlinear adaptive algorithms in advanced signal processing, communications, and controls. Kernel Adaptive Filtering is the first book to present a comprehensive, unifying introduction to online learning algorithms in reproducing kernel Hilbert spaces. Based on research being conducted in the Computational Neuro-Engineering Laboratory at the University of Florida and in the Cognitive Systems Laboratory at McMaster University, Ontario, Canada, this unique resource elevates the adaptive filtering theory to a new level, presenting a new design methodology of nonlinear adaptive filters.

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.

Discover cutting-edge research in wireless communications This book presents cutting-edge research in wireless communications, particularly in the fast-growing subject of multiple-input multiple-output (MIMO) wireless communication systems. It begins with an introduction, which includes historical notes and a review of turbo-information processing and MIMO wireless communications, and goes on to cover:* MIMO channel capacity* BLAST architectures* Space-time turbo codes and turbo decoding principles* Turbo-BLAST* Turbo-MIMO systems The material is complemented with abundant illustrations and computer experiments that are designed to help readers reinforce their understanding of the underlying subject matter. Space-Time Layered Information Processing for Wireless Communications is an ideal resource for researchers in academia and industry and an excellent textbook for related courses at the graduate level.

Edited by the original inventor of the technology.Includes contributions by the foremost experts in the field.The only book to cover these topics together.

The first truly up-to-date look at the theory and capabilities of nonlinear dynamical systems that take the form of feedforward neural network structuresConsidered one of the most important types of structures in the study of neural networks and neural-like networks, feedforward networks incorporating dynamical elements have important properties and are of use in many applications. Specializing in experiential knowledge, a neural network stores and expands its knowledge base via strikingly human routes-through a learning process and information storage involving interconnection strengths known as synaptic weights.In Nonlinear Dynamical Systems: Feedforward Neural Network Perspectives, six leading authorities describe recent contributions to the development of an analytical basis for the understanding and use of nonlinear dynamical systems of the feedforward type, especially in the areas of control, signal processing, and time series analysis. Moving from an introductory discussion of the different aspects of feedforward neural networks, the book then addresses:* Classification problems and the related problem of approximating dynamic nonlinear input-output maps* The development of robust controllers and filters* The capability of neural networks to approximate functions and dynamic systems with respect to risk-sensitive error* Segmenting a time seriesIt then sheds light on the application of feedforward neural networks to speech processing, summarizing speech-related techniques, and reviewing feedforward neural networks from the viewpoint of fundamental design issues. An up-to-date and authoritative look at the ever-widening technical boundaries and influence of neural networks in dynamical systems, this volume is an indispensable resource for researchers in neural networks and a reference staple for libraries.

Simon Haykin is a well-known author of books on neural networks.* An authoritative book dealing with cutting edge technology.* This book has no competition.

State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear.The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover: An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF)Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processesThe dual estimation problemStochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithmThe unscented Kalman filterEach chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.

Haykin and Van Veen have designed Signals and Systems to be appropriate for both one- and two-semester sophomore-junior versions of the Signals and Systems course. The book's integrated, balanced treatment of continuous- and discrete-time forms of signals and systems is both a reflection of the topics' real roles in engineering practice and a clear, practical way of introducing the large range of topics covered by the course. Already known for its extensive example and problem sets, the Second Edition has added even more examples and problems. All chapters have been revised to improve clarity and organization.

A complete, one-stop reference on the state of the art of unsupervised adaptive filtering While unsupervised adaptive filtering has its roots in the 1960s, more recent advances in signal processing, information theory, imaging, and remote sensing have made this a hot area for research in several diverse fields. This book brings together cutting-edge information previously available only in disparate papers and articles, presenting a thorough and integrated treatment of the two major classes of algorithms used in the field, namely, blind signal separation and blind channel equalization algorithms. Divided into two volumes for ease of presentation, this important work shows how these algorithms, although developed independently, are closely related foundations of unsupervised adaptive filtering. Through contributions by the foremost experts on the subject, the book provides an up-to-date account of research findings, explains the underlying theory, and discusses potential applications in diverse fields. More than 100 illustrations as well as case studies, appendices, and references further enhance this excellent resource. Following coverage begun in Volume I: Blind Source Separation, this volume discusses:* The core of FSE-CMA behavior theory* Relationships between blind deconvolution and blind source separation* Blind separation of independent sources based on multiuser kurtosis optimization criteria

Simon Haykin has written two books with Wiley for Communications Systems, Introduction to Digital and Analog Communications, 2e and the forthcoming revision of his classic Communications Systems, 5e. The second edition of Introduction to Digital and Analog Communications, 2e is written at an accessible level and serves as an introductory treatment of communication theory, both ana-log and digital communications.Given the highly mathematical nature of communication theory, it is rather easy for the reader to lose sight of the practical side of communication systems. Throughout the book, the authors have made a special effort to move through the mathe-matical treatment at an easy-to-grasp level, and also to point out the practical relevance of the theory wherever it is appropri-ate to do so.  Drs. Haykin’s other text, Communication Systems reaches out to a higher level of math rigor. Also, Introduction to Digital and Analog Communications, 2e offers the probability coverage later in the book (chapter 8) since probability theory is not critical to the understanding of modulation. This also contributes to the accessible approach of the text.Introduction to Digital and Analog Communications, 2e is self-contained and suited for a one or two-semester course in communica-tion systems taken by Electrical Engineering juniors or seniors. The book offers flexibility for organizing the course material to suit the interests of course professors and students.Reviewer Quotes:My current textbook by Proakis/Salehi: Communication Systems Engineering, 2e did not meet my student’s capabilities and expecta-tions. The textbook is too complicated and overloaded with heavy mathematical equations. The material is not always logically presented. Not to mention, there is 800 pages of text. I was impressed with Haykin/Moher’s: Introduction to Digital and Analog Communications, 2e and the straightforward comprehensive material coverage of the basic principles of communication theory. Also, the text is logically written with easy to follow and understand mathematical equations and examples. Absolutely, I would like to use this textbook for my communications systems class as soon as it will be possible.”     Andrei Pet-rov- Idaho State University“ Overall, I found the concepts are clearly explained, the chapters are well motivated by their introductions, “Lessons to be learned” at the beginning of each chapter are particularly appealing, and concluded with well put summaries.  A very well-written introductory text to grasp the basics of communication systems.” Aylin Yener-Penn State University

State-of-the-art coverage of Kalman filter methods for the design of neural networks

This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear.

The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover:

An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF) Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processes The dual estimation problem Stochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithm The unscented Kalman filter

Each chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.

Describes the latest remote sensing technologies used to detect ice hazards in the marine environment; map surface currents, sea-state and surface winds; study ice dynamics, over ice transportation, oil spill countermeasures, climate changes and ice reconnaisance. Includes such technologies as acoustic sensing, ice-thickness measurement, passive microwave remote sensing, ground wave and surface-based radars.

This new text offers up-to-date coverage on the principles of digital communications, focusing on core principles and relating theory to practice.Numerous examples, worked out in detail, have been included to help the student develop an intuitive grasp of the theory. The text also incorporates MATLAB-based computer experiments throughout, as well as themed examples and an abundance of homework problems.

This collaborative work presents the results of over twenty years of pioneering research by Professor Simon Haykin and his colleagues, dealing with the use of adaptive radar signal processing to account for the nonstationary nature of the environment. These results have profound implications for defense-related signal processing and remote sensing. References are provided in each chapter guiding the reader to the original research on which this book is based.

The principles of cognition are becoming increasingly important in the areas of signal processing, communications and control. In this groundbreaking book, Simon Haykin, a pioneer in the field and an award-winning researcher, educator and author, sets out the fundamental ideas of cognitive dynamic systems. Weaving together the various branches of study involved, he demonstrates the power of cognitive information processing and highlights a range of future research directions. The book begins with a discussion of core topics such as cognition and sensing, dealing, in particular, with the perception-action cycle. Bayesian filtering, machine learning and dynamic programming are then addressed. Building on these foundations, there is detailed coverage of two important practical applications, cognitive radar and cognitive radio. Blending theory and practice, this insightful book is aimed at all graduate students and researchers looking for a thorough grounding in this fascinating field.