Die Vorlesung wird auf Englisch gehalten und findet im Wintersemester statt.
General Information
- Lecturer
- Semester
-
Winter
- Credits
-
6 ECTS
- Language
-
English
- Schedule
-
Monday 15:45-17:15
Tuesday 8:00-9:30 - Materials
-
Detailed schedule, lecture slides and exercises materials are soon available in ILIAS
- Prerequisites
-
Electrical Signal Processing (Elektrische Signalverarbeitung), Real Time Signal Processing (Echtzeitdatenverarbeitung)
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
Literature
- "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
Exam
- 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)
Jonas Stiefelmaier
M.Sc.Wissenschaftlicher Mitarbeiter
Emilio Corcione
M. Sc.Wissenschaftlicher Mitarbeiter