professor ali h. sayed - asl · 2019-01-13 · professor ali h. sayed . electrical engineering...
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED)
EE210A: Adaptation and Learning Professor Ali H. Sayed
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 2
MAIN RESULT FROM LAST LECTURE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 3
MAIN RESULT FROM LAST LECTURE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 4
LECTURE #02
VECTOR AND COMPLEX-VALUED MEAN-SQUARE ERROR ESTIMATION Sections in order: B.1, A.3, A.4, 2.1, 2.2, 2.3
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 5
HERMITIAN MATRICES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 6
SPECTRAL DECOMPOSITION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 7
POSITIVE-DEFINITE MATRICES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 8
POSITIVE-DEFINITE MATRICES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 9
COMPLEX VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 10
ORTHOGONAL RANDOM VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 11
EXAMPLE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 12
VECTOR-VALUED RANDOM VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 13
EXAMPLE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 14
PROPERTIES OF COVARIANCE MATRICES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 15
ESTIMATING A SCALAR FROM A VECTOR
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 16
EXAMPLE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 17
EXAMPLE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 18
ESTIMATING A VECTOR FROM A VECTOR
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 19
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 20
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 21
OPTIMAL ESTIMATOR
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 22
GAUSSIAN VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 23
VECTOR GAUSSIAN VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 24
CIRCULARITY ASSUMPTIONS
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 25
CIRCULAR GAUSSIAN VARIABLES
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 26
ESTIMATION WITH GAUSSIAN DATA
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 27
TRIANGULAR FACTORIZATION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 28
AFFINE RELATION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 29
ZERO MEAN CASE
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 30
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 31
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 32
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 33
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 34
EQUIVALENT CRITERION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 35
COMPUTER PROJECT
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 36
COMPUTER PROJECT
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 37
COMPUTER PROJECT SOLUTION
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ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 38
COMPUTER PROJECT SOLUTION