introduction to Kalman filter. REQUIRED TEXT: S. Haykin, "Adaptive Filter Theory", Prentice-Hall, 2013. COURSE DIRECTOR: Prof. Mike Honig COURSE GOALS: To provide an introduction to adaptive signal ...

Applications of adaptive filtering to speech processing and noise cancellation, autoregressive-moving-average (ARMA) models, linear prediction, stochastic gradient least mean squares algorithm, least ...