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ECE 516: Adaptive Digital Filters

Prof. Mojtaba Soltanalian (msol@uic.edu)


Lectures & office hours

We are easing ourselves back to campus through a type of flipped classroom approach.

The First Lecture: We will gather to discuss the syllabus and to get to know each other on Monday, August 23rd, 9:30-10:45am. Enrolled students are encouraged to watch the first lecture on Google Drive before this gathering.

The Paper Presentations: Lectures typically consume about 2/3 of the allocated time, while 1/3 of the time is dedicated to student paper presentations, in order to strengthen familiarity of the course participants with various applications of the discussed ideas as well as to deepen our fundamental understanding of the concepts. The required student paper presentations will be scheduled on Wednesdays (max 2 in each session) and slides will be shared with other students via Google Drive beforehand. You are strongly encouraged to participate in presentations or at least read through the slides, as the ideas discussed in such presentations may be considered in exam questions. If you are off campus, you may wish to listen in through the presentations via Webex at the time they are happening.

The Project Presentations: The last four sessions of the course are dedicated to project presentations, on which you will receive more information in due time. These sessions will be held on campus.

Masking Requirement: Per university policy, face masks will be required indoors for everyone on campus, including in classrooms.

Useful Links:


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Textbook and optional references

* Adaptive Filters, by Ali H. Sayed, John Wiley & Sons, NJ, 2008,

available in hard copy at the UIC Bookstore.


Other useful references:

- Simon Haykin, Adaptive Filter Theory, Fifth edition, Prentice Hall, 2013.

- Torsten Soderstrom, and Petre Stoica. System identification. Prentice-Hall, 1988. Available online: http://user.it.uu.se/~ps/sysidbook.pdf


The slides are available here. The video lectures and student presentation slides will be available on Google Drive. The list of Wednesday on-campus events and presentations can be found here.


To be covered

Further info.


Introduction to ECE 516


Basics- A Refresher


Mean-Square Error Estimation


Mean-Square Error Estimation


No Classes



Linear Estimation


Linear Models and Applications


Linear Models and Applications


Constrained Estimation and Applications


Kalman Filtering


Review Class / Extended Office Hours


Midterm 1


Steepest-Descent Algorithms


Stochastic-Gradient Algorithms


No Classes



Other Local Algorithms


Least-Squares Methods


Recursive Least-Squares


LS and RLS (continued)


Review Class / Extended Office Hours


No Classes



Midterm 2

Deadline to select project topic


Guaranteed Adaptation



Tracking Performance of Adaptive Filters


Tracking Performance of Adaptive Filters


Selected Topics (Big Data & Machine Learning)


Project Presentations


Project Presentations


Project Presentations


Project Presentations
Final Exam Week 12/6- 12/10


Course requirements and grading

Paper Presentations & Discussions 10%

Computer Project 15%

Homework 15%

Midterm Exams 15% each

Final Exam 30%


* Papers and requested presentation dates must be submitted to the instructor by e-mail for prior approval. Upon approval, the presentation slides must be sent to the instructor before the presentation date.

* An extra paper presentation for 10% bonus point may be accommodated. Prior consent from the instructor is required.

* These weights are approximate and may be subject to change.

* Late homework will not be accepted.


Homework (updated 11-15-2021)

HW1: out 9/20 due 9/27 -- Adaptive Filters (textbook), problems I.10, I.11, I.12

HW2: out 9/20 due 9/29 -- Adaptive Filters (textbook), problems II.1, II.5, II.24, II.37

HW3: out 10/21 due 11/03 -- Adaptive Filters (textbook), problems III.1, III.3, VII.6(a), VII.35

HW4: out 11/15 due 12/03 -- Adaptive Filters (textbook), problems IV.2(a)(b)(f), IV.14, IV.15


Paper presentations

The presentations should be around 20-25 mins.

Some suggested papers can be found here.




Students who wish to observe religious holidays should notify the instructor by the tenth day of the semester of the date when they will be absent unless the religious holiday is observed on or before the tenth day of the semester. In such cases, the students should notify the instructor at least five days in advance of the date when he/she will be absent. Every reasonable effort will be made to honor the request.

Academic dishonesty by students including plagiarism will result in appropriate disciplinary action. Intentional use or attempt to use unauthorized assistance, materials, information, or people in any examination, quiz, or assignment may lead to penalties such as a failing grade. College of Engineering and University guidelines will be followed.