[CPCC] New UCI Course: Adaptive Signal Processing
Ender Ayanoglu
ayanoglu@uci.edu
Mon Mar 15 10:42:18 2004
UCI EECS
NEW COURSE
SPRING QUARTER
Adaptive Signal Processing
(Taught this year as ECE 298 Topics in Electrical and Computer Engineering)
Instructor: Robin Joshi
Location: CS 213
Time: Tue, Thu 3:30-4:50 PM
Prerequisite: ECE228A
Textbook: Adaptive Filter Theory, 4th Ed., S. Haykin, Prentice-Hall
Lecture Topics: Course overview
Eigenanalysis
Wiener Filters
Linear Prediction
Kalman Filtering
Least Mean Squares Algorithm
The Method of Steepest Descent
Effects of Eigenvalue Spread and Step Size
Convergence Properties of LMS
Normalized LMS Algorithm
Method of Least Squares
Statement of Linear Least Squares Estimation Problem
The Deterministic Normal Equation
Minimum Sum of Error Squares
Recursive Least Squares
Order Update Recursions
Time Update Recursion
Lattice Filters