ECE 5/610: Schedule (DRAFT)

Optimum Linear Filters

• Linear MMSE estimator derivation and normal equations 2
• Geometric interpretations and orthogonality 1
• Optimum filters, time and frequency domains 2
• Linear prediction 2
• Optimum IIR filters 2
• Inverse filtering and matched filters 2
  

Algorithms and Structures for Optimum Linear Filters

• Fundamentals of order-recursive algorithms 2
• Levinson and Levinson-Durbin recursions 2
• Interpretations of parameters 2

Kalman Filter

• State space models and innovations 2
• Kalman filter derivation 2
• Extended Kalman filter 2

Least Squares Estimation

• Derivation and solution of normal equations 2
• Geometric interpretations and orthogonality 1
• Least squares filters 1
• Signal estimation and prediction 2

Signal Modeling

• All-pole models 2
• Pole-zero models 2
• Minimum variance spectral estimation 2
• Harmonic models and frequency estimation techniques 2