Pool of Electives
17ES013 ADAPTIVE SIGNAL PROCESSING
Hours Per Week : Total Hours :
L T P C L T P WA/RA SSH/HSH CS SA S BS
3 1 - 4 45 15 - 15 30 - 5 5 -
Course Objectives:
Adaptive signal processing concerns with processing of signals where the processing param-
eters are adjusted continuously to suit time varying signal environmental conditions. The study
of adaptive signal processing involves development of various adaptation algorithms and as-
sessing them in terms of convergence rate, computational complexity, robustness against noisy
data, hardware complexity, numerical stability etc. This course demonstrates the design of
important class of adaptive filters, LMS, RLS and Kalman filters.
Course Outcomes:
The student will be able to:
Explain the importance of signal processing in non-stationary environment.
Explain the role and importance of adaptive signal processing in communications
signal processing
List and apply the various mathematical models to adaptive signal processing.
Understand the problem of finding the minimum error criteria.
Use computer based simulation tools to understand the theoretical concepts of
adaptive signal processing in various communication applications.
SKILLS :
Able to analyze statistical properties of a signal.
Able to design different adaptive filters for different applications.
Able to use different algorithms such as LMS, NLMS, RLS for designing adaptive
filters.
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Pool of Electives
ACTIVITIES: UNIT I
± Design of INTRODUCTION: The filtering problem, Adaptive filters, linear filter structures, approaches to the
linear development of linear adaptive filter algorithms, real and complex forms of adaptive filters, non
prediction filter linear adaptive filters, Applications.
using MATLAB
STATIONARY PROCESSES AND MODELS: Partial characterization of a discrete time stochastic
± Design of LMS process, mean ergodic theorem, correlation matrix, correlation matrix of sine wave plus noise,
filter using stochastic models, wold decomposition, asymptotic stationarity of an auto regressive process.
MATLAB Yule-Walker equations. Selecting the model order. Complex Gaussian process.
± Design of RLS UNIT II
filter using
MATLAB WIENER FILTERS: Linear optimum filtering problem statement, principle of orthogonality, mini-
mum mean squared error, wiener hopf equations, error performance surface. Channel equal-
± Design of ization. Linearly constrained minimum variance filter , generalized side lobe cancellers.
Kalman filter
using MATLAB UNIT III
LINEAR PREDICTION: Forward Linear Prediction, backward Linear Prediction, Levinson-Durbin
algorithm, properties of prediction error filters, Schur-Cohntest, auto regressive modeling of a
stationary stochastic process, Cholesky factorization, lattice predictors, joint process estimation,
block estimation.
Method of steepest descent: Steepest descent algorithm, stability of the Steepest descent
algorithm.
UNIT IV
LEAST MEAN SQUARE (LMS) ALGORITHM: Over view of the structure and operation of the Least
Mean square Algorithm, Least Mean square adaptation Algorithm, stability and performance
analysis of the LMS algorithm. Normalized Least Mean Square (NLMS) Algorithm, Concept of
method of least squares,
RECURSIVE LEAST SQUARES (RLS) ALGORITHM: The matrix inversion lemma, the exponentially
weighted RLS algorithm, update recursion for the sum of weighted error squares. Convergence
analysis of the RLS algorithm.
UNIT - V
KALMAN FILTERS: Recursive minimum mean square estimation for scalar random variables,
statement of the Kalman filtering problem, the innovations process, estimation of the state using
the innovations process, filtering, initial conditions, variants of the Kalman filter, extended Kalman
filtering.
TEXT BOOKS:
1. Adaptive Filter Theory, S. Haykin, Prentice-Hall, 4-th edition, 2001.
2. Fundamentals of Adaptive Filtering, Ali H. Sayed, John Wiley, 2003.
REFERENCE BOOKS:
1. Monson H. Hayes , Statistical Digital Signal Processing And Modeling, Wiley India, 2008.
2. John G. Proakis, Dimitris G.Manolakis, Digital Signal Processing, Principles, Algorithms
and Applications, Pearson Education / PHI, 2007.
3. B. Farhang-Boroujen, Adaptive Filters: Theory and Applications, John Wiley and Sons,
2013.
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