ECE 245 - Fall 2009

University of California, Santa Barbara
Department of Electrical and Computer Engineering

Adaptive Filter Theory

ECE 245 - Fall 2009

Instructor: Professor John J. Shynk

Schedule: Monday and Wednesday
10:00 - 11:50 a.m.
Phelps 1431

Announcements:

12-2-09: Reminder: The final exam will be held on Tuesday, December 8, 8:00 - 11:00 a.m.
10-30-09: The programming assignment is available now.
10-14-09: Office hours are changed to Monday and Wednesday 2:00 - 3:00 p.m.
8-27-09: The first class is on Monday, September 28.

Office Hours:

Monday and Wednesday 2:00 - 3:00 p.m.

Course Information:

Theory and analysis of adaptive filters. Optimal filtering, linear prediction, method of least squares.
Steepest-descent and Newton search methods, gradient estimation, LMS adaptive algorithm, recursive least squares.
Gradient and least-squares lattice algorithms for joint-process estimation. Convergence analysis, stability conditions,
time constants, misadjustment.

Grading:

Homework Problems (weekly), 20%
Programming Assignment, 30% (Thursday, December 3, 5:00 p.m.)
Final Exam (open book), 50% (Tuesday, December 8, 8:00 - 11:00 a.m.)

Required Text:

Haykin, Adaptive Filter Theory, Prentice-Hall, 4th Edition, 2002

Recommended Text:

Widrow and Stearns, Adaptive Filter Processing, Prentice-Hall, 1985

Lecture Handouts:

#1 Course Information
#2 Tentative Outline
#3 Homework 1 (due October 9)
#4 Homework 2 (due October 16)
#5 Homework 1 Solutions (distributed in class)
#6 Journal Paper 1
#7 Homework 3 (due October 23)
#8 Journal Paper 2
#9 Homework 2 Solutions (distributed in class)
#10 Homework 4 (due October 30)
#11 Homework 3 Solutions (distributed in class)
#12 Journal Paper 3
#13 Homework 5 (due November 6)
#14 Programming Assignment (due December 3)
#15 Homework 4 Solutions (distributed in class)
#16 Homework 6 (due November 13)
#17 Homework 5 Solutions (distributed in class)
#18 Homework 7 (due November 20)
#19 Homework 6 Solutions (distributed in class)
#20 Homework 8 (due December 4 - last one!)
#21 Example Final Exam
#22 Homework 7 Solutions (distributed in class)
#23 Example Final Exam Solutions (distributed in class)
#24 Homework 8 Solutions
#25 Final Exam (12/8, 8:00 - 11:00 a.m., open book/notes/homework)
#26 Final Exam Solutions

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Last Updated: December 5, 2009