Adaptive Signal Processing

Course content

Overview of discrete-time stochastic processes. Wiener filter theory. Linear prediction. LMS algorithm and its variants. Frequency domain adaptive filtering; RLS, QR-RLS algorithms and their connection to Kalman Filtering. Order recursive adaptive filters; QRD-LSL algorithm and its variants. Analysis and discussion of adaptation algorithms and their convergence properties. Computational complexity considerations. Filter structures and algorithms for fast adaptation and real-time processing. Numerical stability of fast algorithms. IIR adaptive filters. Applications of adaptive filtering.