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EE 504, Spring 2004
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EE 504: Adaptive Signal Processing, Spring
2004
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Calendar
| Week | Subject | Notes | References |
| Week 1 |
Review of random variables,
Expected Value, mean etc.
Mean Square Estimation
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to come
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Hayes: Chapter 3.2
Papoulis: Chapter 7.1
Papoulis: Chap 7.5
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| Week 2 |
Estimation Bias and Consistency
Random Processes
Filtering Random Proc.
MA,ARMA, AR Processes,
Whitening Filter
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to come
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Hayes:
Chapter 3.2.8
to
Chapter 3.6
Haykin: Chapter 2.11
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| Week 3 |
Wiener Filtering
Gradient Techniques
FIR Wiener Filter
Smoothing,
Noise Cancellation,
Linear Prediction
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to come
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Hayes:
Chapter 7
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| Week 4 |
Wiener Filtering
IIR Wiener Filter
Causal IIR Wiener Filter,
Spectral Factorization
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to come
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Hayes:
Chapter 7
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| Week 5 |
Iterative Methods (cont):
Fixed Points Techniques:
Substitution, Gauss-Seidel
Cost minimization techniques:
Steepest Descent
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to come
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handout
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| Week 6 |
Steepest Descent (cont)
Convergence, gradient calculations,optimal step-size
Intro to Adaptive Filters
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to come
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handout
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| Week 7 |
Steepest Descent Adaptive Filter,
LMS, Normalized LMS, Leaky LMS
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to come
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Hayes: Chap. 9
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| Week 8 |
Simplified LMS
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to come
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Hayes: Chap. 9
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