Professor Ali H. Sayed - ASL · 2019-01-13 · Professor Ali H. Sayed . ELECTRICAL ENGINEERING...
Transcript of Professor Ali H. Sayed - ASL · 2019-01-13 · Professor Ali H. Sayed . ELECTRICAL ENGINEERING...
ELECTRICAL ENGINEERING DEPARTMENT EE210A: ADAPTATION AND LEARNING (A. H. SAYED)
EE210A: Adaptation and Learning Professor Ali H. Sayed
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MAIN RESULT FROM LAST LECTURE
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MAIN RESULT FROM LAST LECTURE
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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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HERMITIAN MATRICES
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SPECTRAL DECOMPOSITION
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POSITIVE-DEFINITE MATRICES
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POSITIVE-DEFINITE MATRICES
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COMPLEX VARIABLES
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ORTHOGONAL RANDOM VARIABLES
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EXAMPLE
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VECTOR-VALUED RANDOM VARIABLES
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EXAMPLE
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PROPERTIES OF COVARIANCE MATRICES
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ESTIMATING A SCALAR FROM A VECTOR
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EXAMPLE
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EXAMPLE
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ESTIMATING A VECTOR FROM A VECTOR
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EQUIVALENT CRITERION
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EQUIVALENT CRITERION
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OPTIMAL ESTIMATOR
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GAUSSIAN VARIABLES
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VECTOR GAUSSIAN VARIABLES
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CIRCULARITY ASSUMPTIONS
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CIRCULAR GAUSSIAN VARIABLES
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ESTIMATION WITH GAUSSIAN DATA
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TRIANGULAR FACTORIZATION
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AFFINE RELATION
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ZERO MEAN CASE
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EQUIVALENT CRITERION
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EQUIVALENT CRITERION
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EQUIVALENT CRITERION
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EQUIVALENT CRITERION
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EQUIVALENT CRITERION
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COMPUTER PROJECT
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COMPUTER PROJECT
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COMPUTER PROJECT SOLUTION
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COMPUTER PROJECT SOLUTION