ECE 245 - Spring 2008

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

Adaptive Filter Theory

ECE 245 - Spring 2008

Instructor: Professor John J. Shynk

Schedule: Monday and Wednesday
10:00 - 11:50 a.m.
Psychology 1802

Announcements:

6-2-08: Reminder: The final exam will be held on Monday, June 9, 8:00 - 11:00 a.m.
6-1-08: Additional office hours this week: Thursday, 2:00 - 3:00 p.m. and Friday, 3:00 - 4:00 p.m.
5-30-08: Reminder: The programming assignment is due on Thursday, June 5, 5:00 p.m.
5-27-08: Homework 9 will not be collected. Solutions will be provided.
5-19-08: Part 4 of the programming assignment is optional (extra credit).
4-23-08: For problem 4.12, use w3 = 0.25 in the model.
4-22-08: The programming assignment is available now.
3-24-08: The first class is on Monday, March 31. There is no class on Wednesday, April 2.

Office Hours:

Monday and Wednesday 1:00 - 2:00 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, June 5, 5:00 p.m.)
Final Exam (open book), 50% (Monday, June 9, 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 April 10)
#4 Homework 2 (due April 17)
#5 Homework 1 Solutions (distributed in class)
#6 Journal Paper 1
#7 Homework 3 (due April 24)
#8 Journal Paper 2
#9 Homework 2 Solutions (distributed in class)
#10 Homework 4 (due May 1)
#11 Programming Assignment (due June 5)
#12 Journal Paper 3
#13 Homework 3 Solutions (distributed in class)
#14 Homework 5 (due May 8)
#15 Homework 4 Solutions (distributed in class)
#16 Homework 6 (due May 15)
#17 Homework 5 Solutions (distributed in class)
#18 Homework 7 (due May 22)
#19 Homework 6 Solutions (distributed in class)
#20 Homework 8 (due May 29)
#21 Example Final Exam
#22 Homework 9 (not graded!)(revised)
#23 Homework 7 Solutions (distributed in class)
#24 Example Final Exam Solutions (distributed in class)
#25 Homework 8 Solutions (distributed in class)
#26 Homework 9 Solutions (distributed in class)
#27 Final Exam (June 9)
#28 Final Exam Solutions

ECE Syllabi || Electrical and Computer Engineering || College of Engineering || UCSB Web Site Directory

Last Updated: June 2, 2008