Course: Adaptive Filters credits: 5

Course code
SEVM21AF
Name
Adaptive Filters
Study year
2026-2027
ECTS credits
5
Language
English
Coordinator
B.D. Williams
Modes of delivery
  • Lecture
  • Project-based learning
Assessments
  • Adaptive Filters - Assignment

Learning outcomes

At the end of this module the student is able to: 

  • understand the link between Fourier analysis and the Z-transform.
  • create and understand how a digital filter (FIR/IIR) works.
  • clean data using advanced filtering techniques, including the Wiener filter, (normalized) Least-Mean-Square (LMS) adaptive filters, Recursive Least Squares (RLS) adaptive filters, and Kalman filtering.
  • describe systems in the time-domain and/or frequency domain using stationary discrete-time stochastic processes and models, such as autoregressive (AR) and moving-average (MA) models.

Content

The course covers the following topics:
Z-transform, FIR and IIR filters, stationary discrete-time stochastic processes and models, (normalized) Least-Mean-Square adaptive filters, Recursive Least Squares Adaptive Filters and Kalman filtering, model simulation tools, model-based reasoning. 

Included in programme(s)

School(s)

  • Engineering, Life Sciences & ICT