Prof. Mojtaba Soltanalian (msol@uic.edu)
Lectures are given Tuesdays and Thursdays, 6:307:45pm in room 215
LH
Office hours: Thursdays 3:455:00pm, SEO 1031
* 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. PrenticeHall, 1988.
Available online: http://user.it.uu.se/~ps/sysidbook.pdf
Date 
To be covered 
Further info. 
8/27 
Introduction to ECE 516 

8/29 
Basics A Refresher 

9/3 
MeanSquare Error Estimation 

9/5 
MeanSquare Error Estimation 

9/10 
Linear Estimation 

9/12 
Linear Models and Applications 

9/17 
Linear Models and Applications 

9/19 
Constrained Estimation and Applications 

9/24 
Kalman Filtering 

9/26 
Review Class 

10/1 
Midterm 1 

10/3 
SteepestDescent Algorithms 

10/8 
StochasticGradient Algorithms 

10/10 
Other Local Algorithms 

10/15 
LeastSquares Methods 

10/17 
Recursive LeastSquares 

10/22 
LS and RLS (continued) 

10/24 
Review Class 

10/29 
Midterm 2 
Deadline to select project topic 
10/31 
Guaranteed Adaptation 

11/5 
No Classes 

11/7 
No Classes 

11/12 
Tracking Performance of Adaptive Filters 

11/14 
Tracking Performance of Adaptive Filters 

11/19 
Selected Topics (LargeScale Adaptation and Big Data) 

11/21 
Project Presentations 

11/26 
Project Presentations 

11/28 
Thanksgiving holiday. No classes. 

12/3 
Project Presentations 

12/5 
Project Presentations 

Final Exam Week 12/9 12/13 
Paper Presentations & Discussions 10%
Computer Project 15%
Homework 15%
Midterm exams 15% each
Final exam 30%
* 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 11212019)
HW1: out 9/25 due 10/1  Adaptive Filters (textbook), problems I.10, I.11, I.12
HW2: out 9/25 due 10/3  Adaptive Filters (textbook), problems II.1, II.5, II.24, II.37
HW3: out 10/22 due 10/29  Adaptive Filters (textbook), problems III.1, III.3, VII.6(a), VII.35
HW4: out 11/21 due 12/3  Adaptive Filters (textbook), problems IV.2(a)(b)(f), IV.14, IV.15
Paper presentations
The presentations should be around 2025 mins.
Some suggested papers can be found here.
Note
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.