The objective of this course is to give give students a deep understanding stochastic signal processing, modeling and estimation of random signals, optimum filtering concept for stationary signals, iterative solution to filtering problem and adaptive filtering concept. Also give students an understanding of the practical applications of adaptive filters
Adequate knowledge in mathematics, science and engineering subjects pertaining to the relevant discipline; ability to use theoretical and applied information in these areas to model and solve engineering problems.
PO-2
Ability to identify, formulate, and solve complex engineering problems; ability to select and apply proper analysis and modeling methods for this purpose.
PO-3
Ability to design a complex system, process, device or product under realistic constraints and conditions, in such a way so as to meet the desired result; ability to apply modern design methods for this purpose. (Realistic constraints and conditions may include factors such as economic and environmental issues, sustainability, manufacturability, ethics, health, safety issues, and social and political issues according to the nature of the design.)
PO-4
Ability to devise, select, and use modern techniques and tools needed for engineering practice; ability to employ information technologies effectively.
PO-5
Ability to design and conduct experiments, gather data, analyze and interpret results for investigating engineering problems.
PO-6
Ability to work efficiently in intra-disciplinary and multi-disciplinary teams; ability to work individually.
PO-7
Ability to communicate effectively, both orally and in writing; knowledge of a minimum of one foreign language.
PO-8
Recognition of the need for lifelong learning; ability to access information, to follow developments in science and technology, and to continue to educate him/herself.
PO-9
Awareness of professional and ethical responsibility.
PO-10
Information about business life practices such as project management, risk management, and change management; awareness of entrepreneurship, innovation, and sustainable development.
PO-11
Knowledge about contemporary issues and the global and societal effects of engineering practices on health, environment, and safety; awareness of the legal consequences of engineering solutions.
Learning Outcomes
LO-1
Explain the concepts of stationary, wide-sense starionary and nonstationary random processes
LO-2
Describe the properties of autocorrelation matrix of wide-sense random processes
LO-3
Write Yule-Walker equations of 2nd order AR model
LO-4
Design the 2nd order Wiener filter when the stochastic characteristics of the input signal is given
LO-5
Design the 2nd order forward prediction filter when the stochastic characteristics of the input signal is given
LO-6
Write the iterative steps of the adaptive algorithms (steepest descent, LMS and RLS) if the input and desired signals’ characteristics are given
LO-7
Identify the basic applications of the adaptive filters