professor ali h. sayed - asl · electrical engineering department ee210a: adaptation and learning...
TRANSCRIPT
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED)
EE210A: Adaptation and Learning Professor Ali H. Sayed
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 2
MAIN RESULT FROM LAST LECTURE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 3
MAIN RESULT FROM LAST LECTURE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 4
LECTURE #03
LINEAR MEAN-SQUARE ERROR ESTIMATION Sections in order: App. C, 3.1, 3.2, 3.3, 3.4, 4.2
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 5
COMPLEX GRADIENTS
A. Cauchy (1789-1857)
G. Riemann (1826-1866)
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 6
CAUCHY RIEMANN CONDITIONS
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 7
SCALAR EXAMPLES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 8
SCALAR EXAMPLES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 9
VECTOR EXAMPLES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 10
VECTOR EXAMPLES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 11
OPTIMAL MSE ESTIMATOR
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 12
AFFINE ESTIMATOR
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 13
MSE CRITERION
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 14
UNBIASED ESTIMATOR
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 15
MINIMIZING MSE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 16
MINIMIZING MSE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 17
MINIMIZING MSE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 18
COST FUNCTION
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 19
MSE MINIMIZATION
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 20
DIFFERENTIATION ARGUMENT
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 21
COMPLETION OF SQUARES ARGUMENT
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 22
COMPLETION OF SQUARES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 23
COMPLETION OF SQUARES
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 24
ERROR COVARIANCE MATRIX
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 25
ERROR COVARIANCE MATRIX
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 26
ERROR COVARIANCE MATRIX
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 27
OPTIMAL LINEAR ESTIMATOR
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 28
ORTHOGONALITY CONDITION
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 29
ORTHOGONALITY CONDITION
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 30
DEFINING PROPERTY
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 31
EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 32
EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 33
1st DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 34
1st DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 35
1ST DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 36
1ST DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 37
2ND DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 38
2ND DESIGN EXAMPLE
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED) 39
2ND DESIGN EXAMPLE