ECE 6550 - Adaptive Filters

Basics of minimum mean-square and least-squares estimation. Lattice orthogonalization. Stochastic gradient adaptive filters: derivations, performance analyses and variations. Recursive least-squares adaptive filters: fast algorithms, least-squares lattice filters, numerical issues, and performance comparisons with stochastic gradient adaptive filters. Adaptive IIR filters. Fundamentals of adaptive nonlinear filtering. Selected applications.