Instructors: prof. Bert de Vries, dr. Tjalling J. Tjalkens, and ir. Marco Cox

In this course, using fundamental concepts of probability theory, we present an introduction to the design of adaptive information processing systems. This course extends coursework on adaptive signal processing and can also be taken as an introduction to machine learning and data science. Typical application areas include pattern recognition, medical signal analysis, speech and language processing, image processing, bio-informatics and robotics.

In the 2017/18 academic year, this class is taught in semester B (3rd quarter) and starts on 5-Feb-2018.


→ Watch this section for announcements

  • 8-Mar-2018: Added answers to question 15 (on temporal models) in the exercises for part-1.

  • 8-Mar-2018: Class materials for part-2 have been updated.

  • 8-Mar-2018: The lecture booklet in PDF-format for part-1 has been updated to incorporate some minor updates that were added over the past few weeks. No need to print out a new version if you have a previous version.

  • 5-Mar-2018: There was a request to supply an answer to the three-coins problem (in lesson 10 - The EM Algorithm). You can google three coins EM algorithm to find many resources on the internet. The problem and solution was originally described in Collins (1997), sec.3.1. I personally like this concise summary.

  • 21-Feb-2018: Per request of some students, I added the corresponding lesson number to the exercises for part 1 (and reshuffled the sequence of exercises to match the sequence order of the lessons).


Part 1: Linear Gaussian Models and the EM Algorithm

Part 2: Model Complexity Control and the MDL Principle

Exam Preparation


The 2007 class meetings were recorded and can be viewed if you have a valid TU/e account. Note however that the current class will change a bit relative to the 2007 class. Talk to us before you plan to follow the class only from video.


  • Prerequisites: Mathematical maturity equivalent to undergraduate engineering program. Some MATLAB programming skills are helpful.

  • This course is a replacement for the 3-ECTS course 5MB20-Adaptive Information Processing, which was taught between 2005-2014. The new course 5SSB0 is a 5-ECTS course and while the contents are similar to 5MB20, some lessons have been extended with new materials. The slide materials for 5MB20 for the academic year 2014/15 are still available here.

  • You’re advised to bring the lecture notes (either in soft- or hardcopy) with you to class in order to add your personal comments.

  • Some related resources on the net with lots of relevant content