CATALOG DESCRIPTION: discrete-time random process, second-order statistics, autoregressive and moving average processes, linear prediction, Wiener filter, stochastic gradient (Least Mean Square) ...
ELEC_ENG/COMP_ENG 395-0 (Probabilistic Systems) or ELEC_ENG 422-0 (Random Processes in Communication and Control I) recommended. Applications of adaptive filtering to speech processing and noise ...
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