Optimum and Adaptive Filtering 448

General Course Information Sheet

Outcomes

Students gain in-depth technical competence in analysis, design and implementation of algorithms for optimum and adaptive filtering; develop skills in the identification, formulation and solution of problems; learn how to apply adaptive filters in control and communications engineering; and understand innovations and advances in signal processing for modern control and communications engineering.

Course Contents

This unit provides a brief review of stochastic processes: stationary processes and models, spectrum analysis; linear optimum filtering: Weiner and Kalman filters and linear prediction; linear adaptive filtering; method of steepest descent, stochastic gradient-based algorithm; method of least squares, standard recursie least squares estimation, implementation techniques, finite precision and other effects; application to control and communications systems.

Part-I (Weeks 30-38) by A/Prof. Victor Sreeram:Optimum Filtering (Weiner Filtering), Kalman Filters, Linear Prediction, Least-Squares Filtering, Signal Modelling, Adaptive Filtering, and Applications. Text Book Chapters: 4, 7, and 9.

Part-II (Weeks 38-44) by Dr. Roberto Togneri: Spectrum Estimation, Levinson and Levinson-Durban Recursion, and Lattice Filters. Text Book Chapters: 8, 5, and 6.

Lecturer (Part 1-Weeks 30-37): A/Prof. Victor Sreeram

Contact Details: Room No: 3.16, Phone: 9380 3069, e-mail:sreeram@ee.uwa.edu.au

Lecturer (Part 2-Weeks 38-44): Dr. Roberto Togneri

Contact Details: Room No: 4.10, Phone: 9380 2535, e-mail:roberto@ee.uwa.edu.au

Text Book

M.H. Hayes, Statistical Digital Signal Processing and Modelling, New York, Wiley, 1996.

Reference Books
  1. J.G. Proakis, C.M. Rader, F. Ling, M. Moonen, I.K. Proudler, and C.L. Nikias, Algorithms for Statistical Signal Processing, Prentice Hall, 2002.
  2. S. Haykin, Adaptive Filter Theory, Upper Saddle River, N.J.: Prentice Hall, 2002.
  3. D.G. Manolakis, V.K. Ingle, and S.M. Kogan, Statistical and Adaptive Signal Processing, McGraw-Hill, 2000.

Lecture Notes, Tutorial Sheets, and Solutions

  • Notes for Part 1 of the unit will be distributed during the lectures and any left over copies will be available for collection from the General Office
  • Material covered in the notes will be taken mainly from the text book and the references.
  • Tutorial Sheets for Part 1 will be handed out during the tutorial/lectures.
  • Electronic copies of Lecture Notes, Tutorial Sheets for Part 1 of the unit will be available on the Web.
  • Since tutorial solutions are hand written, no electronic copies are available. Copies of tutorial solutions will be placed in the Library.
  • Since this is a new unit, copies of last year's exam paper are not available.
  • Notes which includes Tutorial Sheets for Part 2 of the unit can be bought from the General Office.

Consultation Times

Just Drop in and see the Lecturer

Assessment
Examination 60 %
Tests (2) 20 %
Computer Exercises (2) 20 %

Timetable for Tests
Test-I: Tuesday, 26th August 2003, 12:00 to 12:45 in MATHS: BLT
Material for Test-I: To be announced.
Test-II: Tuesday, 21st October 2003, 12:00 to 12:45 in MATHS: BLT
Material for Test-II: To be announced.

Computer Exercise Reports

  • To be announced.

Lecture Hours

Tuesdays: 12:00 to 12:45, MATHS: BLT

Wednesdays: 8:00 to 8:45, MATHS: BLT

Thursdays: 9:00 to 9:45 in MATHS: BLT

Tutorial Hours

Tuesdays, 14:00 to 14:45, G & G: LT1

Thursdays, 12:00 to 12:45, G & G: LT1

TimeTable

Please Click here to see the timetable

Hints for Preparing for Tests and Final Examination
  • Reading the text book in addition to the notes will help you not only in understanding the subject material better but also in solving new type of problems you may not have seen in tutorials or notes.
  • The class tests and the final examination tests your understanding of the subject. Therefore, memorising the notes, tutorial solutions, and past exam solutions will not help you in the getting a good mark.
  • While preparing for the exam try to solve tutorial questions and problems in the notes without looking at the solutions or the notes. Just remember you will not have your notes or solutions in the exam!
  • Understanding the derivations and the mathematics is very important if you are aiming for a good final mark. A good understanding of the theory will help you in solving problems you have not come across in tutorials or the notes.
  • If you can understand the theory completely, solve the tutorial questions and the problems in the notes without looking at the solutions or the notes, then you should be able to solve any question in the exam.
  • The exam and test questions in general may include both problem solving and theory based questions.
  • Since this is a new unit, copies of last years exam paper are not available.

IMPORTANT

  • Please check your e-mails (with "OAF448" in the subject) regularly for announcements.
  • E-mail questions to which answers already on the web will not be answered. Only reasonable questions will be answered.


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