Transcription of Adaptive Filtering - Theory and Applications
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Adaptive Filtering - Theory and Applications
Adaptive Filtering - Theory and ApplicationsJos e C. M. BermudezDepartment of Electrical EngineeringFederal University of Santa CatarinaFlorian opolis SCBrazilIRIT - INP-ENSEEIHT, ToulouseMay 2011 Jos e Bermudez (UFSC) Adaptive FilteringIRIT - Toulouse, 20111 / 1071 Introduction2 Adaptive Filtering Applications3 Adaptive Filtering Principles4 Iterative Solutions for the Optimum Filtering Problem5 Stochastic Gradient Algorithms6 Deterministic Algorithms7 AnalysisJos e Bermudez (UFSC) Adaptive FilteringIRIT - Toulouse, 20112 / 107 IntroductionJos e Bermudez (UFSC) Adaptive FilteringIRIT - Toulouse, 20113 / 107 Estimation TechniquesSeveral techniques to solve estimation EstimationMaximum Likelihood (ML), Least Squares (LS), Moments, EstimationMinimum MSE (MMSE), Maximum A Posteriori (MAP), EstimationFrequently used in practice when there is a limitation in computationalcompl
Jos´e Bermudez (UFSC) Adaptive Filtering IRIT - Toulouse, 2011 23 / 107. Signal Operating Environment (SOE) Comprises all informations regarding the properties of the signals and systems Input signals Desired signal Unknown systems If the SOE is nonstationary
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