Online Courses Handbook 2003

11328 (v.3) Adaptive Signal Processing 611

Area:	School of Electrical and Computer Engineering
Contact Hours:	3.0
Credits:	25.0
Lecture:	1 x 2 Hours Weekly
Practical:	1 x 1 Hours Weekly
Prerequisite(s):	11341 (v.3) Stochastic Processes for Telecommunications Systems 601 or any previous version
Rationale for adaptive filters. Examples of applications - echo cancellation, adaptive antenna arrays, systems identification, equalisations. Linear optimum filtering and spectral estimation - Wiener filtering, eigenvector techniques, linear prediction and Kalman filters. Iterative optimisation techniques - steepest descent, projected gradient, perturbation, Newton - Raphson acceleration, convergence. Stochastic gradient and recursive least algorithms - convergence analysis, misadjustment analysis, finite precision effects.