ELE 559 - ADAPTIVE SIGNAL PROCESSING


INSTRUCTOR: Javier tapia
E MAIL: jtapia@niu.edu
OFFICE:  EB-268
PHONE:  753-6921
COURSE OBJECTIVE: ELE 559 is an application-oriented course focusing on three topics:
    1. The fundamental concepts of adaptive signal processing
    2. Design and implemenatation of adaptive algorithms using MATLAB and C programs, and
    3. Real-world applications
PRE-REQUISITE: ELE 551 Random Signal Processing
TEXTBOOK: " Adaptive Filter Theory," by Simon Haykin, 4th Ed. Prentice Hall, 2002
GRADING: (1) Exam 50%
(2) Computer Assignments 50%

             A- > 90%
             B- 80 to 90%
             C- 70 to 80%
             D- < 70%

COURSE OUTLINE: Chapter 1 Introduction to Adaptive Filtering
             (1) Applications of Adaptive Filters
             (2) Examples

Chapter 2 Weiner Filters
             (1) Linear Optimum Filter
             (2) Principle of Orthogonality
             (3) Weiner-Hopf Equations

Chapter 3 Linear Prediction
             (1) Direct form linear prediction filtering
             (2) Normal equations for linear prediction filtering
             (3) Levinson algorithm

Chapter 4 Method of Steepest Descent
             (1) The Method of Steepest Descent applied to the Weiner Filter
             (2) Stability of the Steepest Descent algorithm
             (3) Virtues and Limitations of the Steepest Descent algorithm

Chapter 5 Least-Mean-Squared Adaptive Filters
             (1) LMS adaptive algorithm
             (2) Properties of LMS adaptive algorithm
             (3) Variants of the LMS algorithm

Chapter 6 Recursion least-Squared Adaptive Filters
             (1) Linear Least-Squared problem
             (2) Matrix Inversion Lemma
             (3) Recursive for MSE criteria

Chapter 7 Lattice Filters
             (1) Lattice predictos
             (2) Joint Process Estimation

RECOMMENDED READING: (1) "Optimal and Adaptive Signal Processing," by P. Clarkson,
       CRC Press, 1993
(2) "Adaptive Signal Processing," by B. Widrow, S. Stearns,
       Prentice-Hall, 1985
(3) "Adaptive Filters," C.F.N. Cowan, P.M. Grant,
       Prentice-Hall, 1985
BACKGROUND MATERIAL: (1) "Discrete-Time Signal Processing," by A. Oppenheim and R. Schafer,
       Prentice-Hall, 1999
(2) "Optimum Signal Processing," by S. Orfanidis, MacMillan,1988,
(3) Matrix Computations, G.Golub,C.Van Loan,
       Johns Hopkins University Press, 1983
(4) MATLAB Reference Guide: High-Performance Numeric Computation        and Visualization Software, The MathWorks, Inc., South Natick, MA


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