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EQ2401 Adaptive Signal Processing 7.5 credits

Adaptiv signalbehandling

Please note

The information on this page is based on a course syllabus that is not yet valid.

This course teaches adaptive signal processing algorithms for extracting information from noisy signals. The emphasis is on recursive, model based estimation methods for signals and systems whose properties change in time. Applications in, for example, communications, control and medicine are covered.

The course presents the fundamentals of adaptive signal processing; mean-square estimation, Wiener filters. Introduction to adaptive filter structures and the least squares method. State space models and optimal (Kalman) filtering. Stochastic gradient, LMS (least mean squares), and RLS (recursive least squares) methods. Analysis of adaptive algorithms: Learning curves, convergence, stability, excess mean square error, mis-adjustment. Extensions of LMS and RLS.

  • Education cycle

    Second cycle

  • Main field of study

    Electrical Engineering

  • Grading scale

    A, B, C, D, E, FX, F

Course offerings

Intended learning outcomes

After completing the course, the student should be able to:

•                     Design and apply optimal minimum mean square estimators and in particular linear estimators. To understand and compute their expected performance and verify it.

•                     Design, implement and apply Wiener filters (FIR, non-causal, causal) and evaluate their performance.

•                     Design, implement and apply the different adaptive filters to given applications.

•                     Analyze the accuracy and determine advantages and disadvantages of each method.

•                     Use the theoretical understanding to do troubleshooting, e.g., in cases the observed performance is not as expected.

•                    Report the solution and results from the application of the filtering techniques to given problems. 

Course main content

This course teaches adaptive signal processing algorithms for extracting information from noisy signals. The emphasis is on recursive, model based estimation methods for signals and systems whose properties change in time. Applications in, for example, communications, control and medicine are covered.

The course presents the fundamentals of adaptive signal processing; mean-square estimation, Wiener filters. Introduction to adaptive filter structures and the least squares method. State space models and optimal (Kalman) filtering. Stochastic gradient, LMS (least mean squares), and RLS (recursive least squares) methods. Analysis of adaptive algorithms: Learning curves, convergence, stability, excess mean square error, mis-adjustment. Extensions of LMS and RLS. 

Eligibility

For single course students: 180 ECTS credits and documented proficiency in English B or equivalent.

Recommended prerequisites

Recommended prerequisites corresponding to: EQ1220 Signal theory or EQ1270 Signal processing

EQ2300 Digital Signal Processing

Literature

Will be announced on the course homepage before course start.

Examination

  • PRO1 - Project 1, 1.5, grading scale: P, F
  • PRO2 - Project 2, 1.5, grading scale: P, F
  • TEN1 - Exam, 4.5, grading scale: A, B, C, D, E, FX, F

Requirements for final grade

2 Project assignments (PRO1, 1,5 ECTS credits, grading P/F; PRO2, 1,5 ECTS credits, grading P/F) completed and reported in pairs of at most 2 students before given deadlines.

Written exam (TENA, 4,5 ECTS credits, grading A-F)

Offered by

EECS/Intelligent Systems

Examiner

Magnus Jansson <janssonm@kth.se>

Version

Course syllabus valid from: Spring 2019.
Examination information valid from: Spring 2019.