Courses | Dr. Balu Santhanam

Adaptive Filtering

Homework

Exams

Term: Spring 2017
Instructor: Balu Santhanam
Instruction Time: TR: 2:00 - 3:15 PM
Pre-requisites:ECE-539, ECE-541, Working Knowledge of MATLAB.

Class Notes
[Expand]LMS Algorithm and Variants

Steepest Descent: AR(2) Example
Steepest Descent Versus Newton's Algorithm
Lecture Notes on the LMS Algorithm
Lecture Notes on the NLMS Algorithm
NLMS: Minimum Norm/SVD solution
AR(2) Example:
(a)Average Tap-weightsand
(b)Learning Curve
Normalized LMS MATLAB function
Valriable Step-size NLMS MATLAB function
Lecture Notes on Affine Projection Algorithm
Lecture Notes on Variants of the LMS
Variable Step-size NLMS:
Page 1
Page 2

[Expand]RLS Algorithm and Variants

On Least Squares Inversion
On the Least Squares Algorithm
Matrix Inversion Lemma:
Page 1
Page 2
Application of the Inversion Lemma to the RLS algorithm
Exponentially Weighted RLS Algorithm
RLS Algorithm: Design Guidelines
RLS algorithm: convergence in the mean
AR(2) prediction example: Output of the RLS
Variable forgetting factor RLS Algorithm
Gradient Based Variable Forgetting Factor RLS function
Output of the AF-RLS algorithm

[Expand]Conjugate Gradient Algorithm

Tutorial on the Conjugate Gradient Algorithm
Comparison of CGA based Adaptive Filtering Applications

[Expand]Property Restoration Approaches

Constant Modulus Algorithm
Independent Component Analysis tutorial

[Expand]Kalman Filter and Variants

Discrete Kalman Filter
Relation Between the DKF and RLS
Tutorial article on RLS-DKF equivalence
DKF AR(2) Prediction Example:
(a)State estimate
(b)Kalman gain vector
(c)MMSE learning curve
On Wiener and Kalman Filters
Extended Kalman Filter (EKF)
MATLAB EKF function for the FM demodulation example
Iterated Extended Kalman Filter (IEKF)

[Expand]Order Recursive Adaptive Filters

Gradient Adaptive Lattice
Least Squares Lattice

References
Course Outline
Syllabus
[Expand]Preliminary

Lecture I notes
Lecture II notes
Hilbert Space View of Random Signals
On Signals with Rational Power Spectra
Power Spectrum Factorization
On Autoregressive Processes
On Linear Prediction and AR Processes

[Expand]Matlab Materials

LMS Algorithm�
Normalized LMS Algorithm
Recursive Least Squares Algorithm
Script for AR(2) example : I (NLMS)
Script for AR(2) example : II (RLS)
Script for AR(2) example : III (DKF)
Discrete Kalman Filter
EKF for Tracking Example

Copyright © 2013 Balu Santhanam. All rights reserved.