run_lms_pred.m

来自「《自适应信号处理》书中各个章节的matlab仿真的源程序！对于学习自适应信号处理」· M 代码 · 共 31 行

function run_lms_pred(rp)

% rp is a structure of run parameters with elements
%	Niter, Ndata, mult, verbose, alpha, a, var_v
%  rp is created with the program makerp.m

% Computer Experiment
% Section 9.6, Adaptive Filter Theory, 3rd edition
% First-order prediction

seed    = 0:(rp.Nruns-1);
rp.decay= 0;
Npred   = rp.Ndata;
E       = zeros(Npred, rp.Nruns);
WX      = zeros(Npred, rp.Nruns);
Xi0     = 0;

for iter = 1:rp.Nruns,
  randn('seed', seed(iter));
  Xi = filter(1, [1 rp.a], [Xi0 ; sqrt(rp.var_v)*randn(rp.mult*rp.Ndata, 1)]);
  disp(['run # ' num2str(iter)]);
  disp(['  covariance of AR process = ' num2str(cov(Xi))]);%
  Xi = Xi(((rp.mult-1)*rp.Ndata + 2):(rp.mult*rp.Ndata+1));
  lms_AR_pred;
  E(:,  iter) = e;
  Wx(:, iter) = Wo';
end;

eval(['save ' rp.rname ' E Wx Xi rp'])