Introduction to adaptive filters, optimal estimation, linear estimation: normal equation, orthogonality principle, linear models. Constrained linear estimation: minimum variance unbiased estimation, steepest descent algorithms, stochastic gradient algorithms: LMS algorithm, normalized LMS algorithm, RLS algorithm. Steady-state performance of adaptive filters, transient performance of adaptive filters, block adaptive filters, the least-squares criterion, recursive least-squares, lattice filters |
Texts/Reference Books:
- A. H. Sayed, “Fundamentals of Adaptive Filtering,” Wiley, 2003.
- S. Haykin, “Adaptive filter theory,” Fourth edition, Pearson, 2012.
- Widrow and Stearns, “Adaptive Signal Processing,” Pearson, 2007.
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