Dansk - English
Kort version - Fuld version
Linear Algebra and Adaptive Filters (Efterår 2005) |
|||
| Kursuskode : | ILAAF-U01 | ||
| ECTS Point : | 7,5 | Status : | Tilvalg |
| Placering : | 5-7 semester | Timer pr. uge : | 4 |
| Længde : | 1 semester | Undervisningssprog : | Engelsk hvis der er engelsksprogede tilstede |
| Hovedindhold : | - Basic matrix concepts, the four related vector spaces, rank, condition number, norm. - Vector spaces, linear dependence and independence, orthogonal projections, vector norms, orthogonalization. - Square systems of linear equations, Gauss elimination, partial pivoting, LU- and Cholesky factorizations, error analysis. - Overdetermined systems, normal equations and least squares solution, QR-factorization. - Eigenvalues- and vectors, diagonalization, transformations of the eigenspectrum, the power method and inverse iteration. - Taylor approximation in the n-dimensional case, quadratic forms, optimization techniques (briefly). - Wiener filters, linear prediction, LMS (least mean sqares) adaptive filters, RMS (recursive least mean squares) adaptive filters. Time allocation approximately: (Pure) linear algebra 60%, adaptive filters 40%. | ||
| Undervisningsform : | Lectures, classroom exercises and computerlabs, computerbased assignments. Group work. | ||
| Krævede forudsætninger : | Documented knowledge corresponding to DSM3/DSM4 | ||
| Ansvarlig underviser : | Hans Pedersen
, hchpe@dtu.dk |
||