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Lecture "Adaptive Filters"


Special Lecture Version due to Corona

Due to COVID 19 the lecture as well as the exercise will be presented differently comparted to the years before.

  • The lecture will be presented as a zoom meeting. In order to join the meeting (the lecture) please register for the lecture via the OLAT system. We will distrute the zoom details via the e-mails that you use during the OLAT registration for the lecture.

  • The plan of the topics can be found below. We will start on Tuesday, 14.04.2020, 08:15 h (directly of the Easter holiday).

  • The excercise will be given also online. It's not yet clear how, but details will be posted soon here.


Basic Information

Lecture overview  
  Lecturers:   Gerhard Schmidt (lecture) and Tobias Hübschen (exercise)  
  Room:   F-SR I  
  Language:   English  
  Target group:   Students in electrical engineering and computer engineering  
  Prerequisites:   Basics in system theory  

Students attending this lecture should learn the basics of adaptive filters. To achieve this, necessary algorithms will be derived and applied to problems arising in speech and audio processing. The algorithms comprise Wiener filtering, linear prediction, and adaptive schemes such as the NLMS algorithm, affine projection, and the RLS algorithm. For applications from speech and audio processing we use noise and reverberation reduction, echo cancellation, and beamforming.

Topic overview:

  • Introduction and application examples
  • Signal properties and cost functions
  • Wiener filter and principle of orthogonality
  • Linear prediction
  • RLS algorithm
  • LMS algorithm and its normalized version
  • Affine projection algorithm
  • Control of adaptive filters
  • Efficient processing structures
  • Applications of linear prediction



Currently no news are available.



The following schedule regarding lectures and excercises is preliminary and may be adapted during the semester.

Date   Content  
  14.04.2020   Introduction  
  21.04.2020   Filtering according to Wiener and Kolmogorov  
  28.04.2020   Linear prediction  


Lecture Slides

Link   Content  
    Slides of the lecture "Introduction"
(Introduction, boundary conditions of the lecture, applications)
    Slides of the lecture "Wiener Filter"
(basics, principle of orthogonality, suppression of background noise)
    Slides of the lecture "Linear Prediction"
(derivation of linear prediction, Levinson-Durbin recursion)
    Slides of the lecture "Algorithms (Part 1 of 2)"
(RLS algorithm, LMS algorithm [part 1 of 2])
    Slides of the lecture "Algorithms (Part 2 of 2)"
(LMS algorithm [part 2 of 2], affine projection algorithm)
    Slides of the lecture "Control"
(basic aspect, pseudo-optimal control parameters)
    Slides of the lecture "Processing Structures"
(polyphase filterbanks, prototype lowpass filter design)
    Slides of the lecture "Applications of Linear Prediction"
(Improving the speed of convergence, filter design)



Link   Content  
    Extension for the lecture "Wiener Filter"
(derivation of the error surface)


Matlab Demos

Link   Content  
    Matlab demo (GUI based) for adaptive system identification  
    Matlab demo (GUI based) for adaptive noise suppression  
    Matlab demo (GUI based) for linear prediction  
    Matlab demo (GUI based) for the NLMS algorithms  
    Matlab demo (GUI based) for prediction-based filter design  



The first exercise will be on 06.05.2019 at 8.15 h in F-SR I. Please prepare by reviewing the topics Wiener Filter and Linear Prediction.

The second exercise will be on 03.06.2019 at 8.15 h in F-SR I. Please prepare by reviewing the topics Algorithms and Control.

At the end of the semester, each student will give a talk about a certain topic as a prerequisite to sit the exam. The aim is both to give you the chance to work on an adaptive filter-related topic that interests you, and to improve your presentational skills. The talks should take ten minutes, plus 2.5 minutes of discussion and 2.5 minutes of feedback.

Please contact This email address is being protected from spambots. You need JavaScript enabled to view it. with your topic suggestion. Below you can find the current schedule of the talks.

Date   Room   Time   Topic   Presenter(s)  
  xx.xx.2020   tbd   xx:xx h   tbd   tbd  
  xx.xx.2020   tbd   xx:xx h   tbd   tbd  



Below is the list of students with their exam dates. If you do not have a date for the exam yet please register in the online booking system. You can find the booking system here.

Date   Time   Students (matriculation numbers)   Assessor  
  xx.xx.2020   xx:xx h   tbd   Tobias Hübschen  
  xx.xx.2020   xx:xx h   tbd   Tobias Hübschen  



Link   Content  
    Current evaluation  
    Completed evaluations