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
Prerequisite: None
Texts/Reference Books:
- Fundamentals of adaptive filtering, A. H. Sayed, Wiley, 2003
- Adaptive filter theory, Simon Haykin, Fourth edition, Pearson, 2012
- Adaptive Signal Processing, Widrow and Stearns, Pearson, 2007
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