Dynamic Filtering

This elective course in the spezilisation module System Dynamics and Automation offers the following contents: Introduction to adaptive filtering, stochastic models and processes, Fourier-analysis of stationary stochastic signals, Wiener filtering, linear prediction, least-mean-square adaptive filtering, Kalman filtering

External Links
C@MPUS ILIAS

General Information

Lecturer
Semester

Winter

Credits

6 ECTS

Language

English

Schedule

The course starts on monday 13.10.2025

Monday 15:45-17:15 
Tuesday 8:00-9:30

The classes take place at ISYS seminar room. 

Materials

Detailed schedule, lecture slides and exercises materials are soon available in ILIAS

Prerequisites

Electrical Signal Processing (Elektrische Signalverarbeitung), Real Time Signal Processing (Echtzeitdatenverarbeitung)

  • Introduction to adaptive filtering
  • Stochastic models and processes
  • Fourier-analysis of stationary stochastic signals
  • Wiener filtering
  • Linear Prediction
  • Least-Mean-Square adaptive filtering
  • Kalman filtering
  • "Signals and Systems" by Alan V. Oppenheim and Alan S. Willsky; Pearson; 1996
  • "Discrete-Time Signal Processing" by Alan V. Oppenheim and Ronald W. Schafer; Pearson; 2009
  • "Adaptive Filter Theory" by Simon O. Haykin; Pearson; 2013
  • Written exam
  • Duration: 90 minutes
  • Allowed auxilliary means: formulary (2 A4-pages),
    non-networking and non-programmable calculator
  • Is located at the Institute for Systemdynamics, Room W 1.01 (Seminar-Room)

Contact

This image shows Emilio Corcione

Emilio Corcione

M. Sc.

Research Assistant

This image shows Sören Hain

Sören Hain

M. Sc.

Research Assistant

To the top of the page