Postgraduate Course: Adaptive Signal Processing (PGEE11019)
Course Outline
| School | School of Engineering |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 10 |
| Home subject area | Postgrad (School of Engineering) |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | This course deals with adaptive filters and related linear estimation techniques such as the Wiener infinite impulse response filter and Kalman filters. The concepts of training and convergence are introduced and the trade-off between performance and complexity is considered. The application of these techniques to problems in equalization, coding, spectral analysis and detection is examined. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
It is RECOMMENDED that students have passed
Statistical Signal Processing (PGEE11027) AND
Discrete-Time Signal Analysis (PGEE11026)
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | Compulsory book purchase (from £39.75): B. Mulgrew, P.M. Grant, and J.S. Thompson, Digital Signal Processing: Concepts and Applications (2nd Ed), Palgrave, 2003 |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
|
| Delivery period: 2013/14 Semester 2, Available to all students (SV1)
|
Learn enabled: Yes |
Quota: None |
Web Timetable |
Web Timetable |
| Class Delivery Information |
2 lectures and 1 tutorial per week |
| Course Start Date |
13/01/2014 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 22,
Seminar/Tutorial Hours 11,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
65 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | | 2:00 | | |
Summary of Intended Learning Outcomes
After successful completion of this course a student should be able to:
- perform simple spectral factorization tasks
- calculate noise component at output of discrete time filters
- derive and apply the principle of statistical orthogonality
- design Wiener infinite impulse response (IIR) filters
- derive the scalar Kalman filter and apply the vector Kalman filter
- derive the least mean squares (LMS) and recursive least squares (RLS) adaptive filter algorithms and apply them to problems in system identification, linear predication and equalization
- derive and apply the spatially variant apodization (SVA) and (APES) amplitude and phase. |
Assessment Information
| 100% closed-book formal written examination |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
References are to sections of course text and additional notes:
1. Random signals (7.1-7.3)
2. Cross correlation & Spectral factorization (7.4 & 7.5)
3. Filter noise calculations. + derivation (7.6) - Chapter 7 problems
4. The Wiener FIR filter & principle of statistical orthogonality (8.1 & 8.2)
5. The Wiener IIR filter. 1 - chapter 8a
6. The Wiener IIR filter 2
7. The Kalman Filter 1 - chapter 8b
8. The Kalman Filter 2
9. Adaptive Filters: Least squares and recursive least squares, (8.3 & example 8.3)
10. The least mean squares algorithm (8.3.2 & example 8.2) (Problems 8.3-8.5 plus extra)
11. Comparison of Algorithms
12. Applications in equalisation and echo cancellation plus (WMF case study)
13. Applications in equalisation and echo cancellation - contd
14. Classical spectral analysis
15. Autoregressive spectral analysis
16. Spatially variant apodization - chapter 9a
17. Amplitude & Phase Estimation (APES) - chapter 9a
18. Recent Advances in Adaptive Filtering - chapter 9b |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | spectral analysis, spectral estimation, signal detection, adaptive filters, least squares methods |
Contacts
| Course organiser | Prof Bernie Mulgrew
Tel: (0131 6)50 5580
Email: B.Mulgrew@ed.ac.uk |
Course secretary | Mrs Sharon Potter
Tel: (0131 6)51 7079
Email: Sharon.Potter@ed.ac.uk |
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