- Course code
- ELL718
- L-T-P
- 3-0-0
- Credits
- 3
Review of random variables, GS orthogonalization, geometric concepts, notions of projection, random processes, WSS processes, properties of autocorrelation and power spectral densities, properties of autocorrelation matrices, Cholesky decomposition, eigen-analysis, optimum Linear filtering, LMS and its performance, variants, Least-squares, QR decomposition and SVD, RLS and its performance, square-root RLS, Kalman Filters, spectrum modelling.