EE 504 introduces the methods of filtering for stationary and non-stationary signals. The discussed topics include linear estimation, wiener filtering for stationary signals and adaptive filters and Kalman Filters for non-stationary signals with unknown or partially known charachteristics. The course presents many application examples such as the channel identification and equalization (at modem communications),  noise-echo cancellation, speech coding (linear predictive coding). 

Some familarity with the random processes and linear algebra is assumed. The prior courses of EE 501 (Linear Sytem Theory) and EE 503 (Random Processes) are highly recommended. Students are encouraged to take these courses and make themselves comfortable with their contents to make the best use of the offered course.