Adaptive Filtering and Kalman Filter

The course content is the following:

1. Wiener Filters
2. Linear Prediction
3. Adaptive Transversal Filter Using the Gradient Approach
4. Adaptive Transversal Filter Using Least Squares
Computer exercises and project work in Matlab environment

Preparatory work:

Please study in advance the slides of chapter one of the course. It is also recommended to read a few chapters from the textbook Introduction to Adaptive Filters by Simon Haykin Macmillan, 1984, New York or some alternative textbooks on Adaptive filtering or Kalman Filtering.

Lecture slides:

Exercises: