Adaptive Signal Processing: Course Objectives
Adaptive Signal Processing: Course Objectives
Course Objectives:
Adaptive signal processing concerns with processing of signals where the processing param-
eters are adjusted continuously to suit time varying signal environmental conditions. The study
of adaptive signal processing involves development of various adaptation algorithms and as-
sessing them in terms of convergence rate, computational complexity, robustness against noisy
data, hardware complexity, numerical stability etc. This course demonstrates the design of
important class of adaptive filters, LMS, RLS and Kalman filters.
Course Outcomes:
The student will be able to:
SKILLS :
Able to analyze statistical properties of a signal.
Able to design different adaptive filters for different applications.
Able to use different algorithms such as LMS, NLMS, RLS for designing adaptive
filters.
ACTIVITIES: UNIT I
± Design of INTRODUCTION: The filtering problem, Adaptive filters, linear filter structures, approaches to the
linear development of linear adaptive filter algorithms, real and complex forms of adaptive filters, non
prediction filter linear adaptive filters, Applications.
using MATLAB
STATIONARY PROCESSES AND MODELS: Partial characterization of a discrete time stochastic
± Design of LMS process, mean ergodic theorem, correlation matrix, correlation matrix of sine wave plus noise,
filter using stochastic models, wold decomposition, asymptotic stationarity of an auto regressive process.
MATLAB Yule-Walker equations. Selecting the model order. Complex Gaussian process.
TEXT BOOKS:
1. Adaptive Filter Theory, S. Haykin, Prentice-Hall, 4-th edition, 2001.
2. Fundamentals of Adaptive Filtering, Ali H. Sayed, John Wiley, 2003.
REFERENCE BOOKS:
1. Monson H. Hayes , Statistical Digital Signal Processing And Modeling, Wiley India, 2008.
2. John G. Proakis, Dimitris G.Manolakis, Digital Signal Processing, Principles, Algorithms
and Applications, Pearson Education / PHI, 2007.
3. B. Farhang-Boroujen, Adaptive Filters: Theory and Applications, John Wiley and Sons,
2013.