Dansk - English
Short version - Full version
Linear Algebra and Adaptive Filters (Fall 2005) |
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| Course code : | ILAAF-U01 | ||
| ECTS Credits : | 7,5 | Status : | Optional |
| Placement : | 5-7 semester | Hours per week : | 4 |
| Length : | 1 semester | Teaching Language : | English if English students are present |
| Principal Content : | - 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%. | ||
| Teaching method : | Lectures, classroom exercises and computerlabs, computerbased assignments. Group work. | ||
| Required prequisites : | Documented knowledge corresponding to DSM3/DSM4 | ||
| Responsible teacher : | Hans Pedersen
, hchpe@dtu.dk |
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