Optimal and adaptive signal processing

The concepts covered in this discipline are:

  1. Optimal Wiener filters - One of the questions that might come up when designing a filter is: what is the ideal filter? Under some assumptions, the answer to this question is given by the Wiener filter.

  2. Adaptive filters - When processing and analyzing signals, it is possible that the parameters of the signal are time-varying. Because of this reason, it is not possible to determine a perfect algorithm beforehand, but instead it is important to create an algorithm which continuously updates itself.