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Lecture "Adaptive Filters"


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



15.04.2020 - Information on exercise organization is available.

15.04.2020 - Preliminary lecture and exercise schedule is available..



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

Date   Lecture   Exercise  
  14.04.2020   Introduction   -  
  21.04.2020   Wiener filter   Wiener filter (video)  
  28.04.2020   Linear prediction   Linear prediction (video)  
  05.05.2020   Algorithms part 1   -  
  12.05.2020   Algorithms part 2   Algorithms (video)  
  19.05.2020   -   Wiener, LP, Algorithms question time (zoom, will also occupy some of the lecture time)  
  26.05.2020   Control   Control (video)  
  02.06.2020   Processing structures   Processing structures (video)  
  09.06.2020   Applications of linear prediction   -  
  16.06.2020   -   Control, Structures, Applications question time (zoom, will also occupy some of the lecture time)  
  23.06.2020   Student talks   Student talks  
  30.06.2020   Student talks   Student talks  


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 exercise will consist of two parts using different media. For most lecture topics an individual exercise video will be uploaded. These videos can be watched on demand. Some additional course material will be provided alongside these videos.

The on-demand videos will be supported with two live zoom sessions. Here, students will be able to ask topic-related questions. Students are also encouraged to submit their questions ahead of time so the answers can be supported with slides or other material.

Videos will go live and zoom sessions will be conducted according to the (preliminary) schedule above.

Video   Content   Material  

Wiener filter:

  • summary
  • comprehension questions
  • python demo


Linear prediction:

  • summary
  • comprehension questions
  • signal visualization
  • python demo



  • summary
  • explaining algorithms
  • comprehension questions
  • python demo



  • motivation/summary
  • comprehension questions
  • python demo


Processing structures:

  • summary
  • comprehension questions
  • python demo



Student Talks

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)  
  23.06.2020   Zoom   08:20 h   Active Noise Control   Toni Lekic  
  23.06.2020   Zoom   08:35 h   GSM (Source) Coding   Maximilian Mewis, Olaf Schulz  
  23.06.2020   Zoom   09:00 h   Adaptive Beamforming   Gladson Nadar  
  23.06.2020   Zoom   09:15 h   Localization and Tracking   Solveig Baschin  
  23.06.2020   Zoom   09:30 h   Non-linear Echo Cancellation   Kristina Apelt  
  23.06.2020   Zoom   10:00 h   Hearing Aids   Lennart Heilemann  
  23.06.2020   Zoom   10:15 h   Adaption of Neural Networks   Moath Mobaideen, Ahmad Mahmoud  
  23.06.2020   Zoom   10:40 h   MPEG Audio Coding   Alexandr Langolf  
  23.06.2020   Zoom   10:55 h   Denoising of Electrocardiographic (ECG) Signals using Adaptive Filters   Ilhami Özen  
  30.06.2020   Zoom   08:20 h   Fast RLS   Folke Rolf  
  30.06.2020   Zoom   08:35 h   Noise Suppression   Mariusz Szupka, Daniel Krauel  
  30.06.2020   Zoom   09:00 h   Reduced-Rank Adaptive Filtering   Jannek Winter  
  30.06.2020   Zoom   09:15 h   Discrete All-Pole Modelling   Bastian Schroeter  
  30.06.2020   Zoom   09:30 h   Spline Adaptive Filters   Sönke Bartels  
  30.06.2020   Zoom   09:45 h   Adaptive Radar Detection   Silas Oettinghaus  
  30.06.2020   Zoom   10:00 h   Bandwidth Extension   Yasin Akbaba  



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.




Link   Content  
    Current evaluation  
    Completed evaluations