asptsoiir2.m

卡尔曼滤波器设计的一个例子

% [y,a,b,e,t,s] = asptsoiir2(u,y,a,b,e,t,s,mu_t,mu_s,t_lim,s_lim)
%
%     Performs filtering and parameter update for the narrow-band
%     Second Order IIR type-2 adaptive filter obtained from
%     asptsoiir1 by substituting w = cos(t).  
%     The filter transfer function is given by
%
%                 (1-s)( cos(t) - z^(-1) )
%     H(z) = ------------------------------------
%             1 - (1+s) cos(t) z^(-1) + s z^(-2)
%
% Input arguments [Size]:
%     u     : the last 3 input samples [3 x 1]
%     y     : the last 3 output samples [3 x 1]
%     a     : the last 3 w gradients [3 x 1]
%     b     : the last 3 s gradients [3 x 1]
%     e     : the last 3 error samples [3 x 1]
%     t     : filter center freq. parameter {0 pi} [1 x 1]
%     s     : filter bandwidth parameter {0 1} [1 x 1]
%     mu_t  : adaptation constant for t [1x1]
%     mu_s  : adaptation constant for s [1x1]
%     t_lim : [t_min t_max]; min. & max. bounds for t 
%     s_lim : [s_min s_max]; min. & max. bounds for s
%
% Output Parameters:
%     y     : updated output buffer 
%     a     : updated t-gradient buffer 
%     b     : updated s-gradient buffer 
%     e     : updated error buffer 
%     s     : updated filter BW parameters 
%     t     : updated filter CF parameters
%
% SEE ALSO INIT_SOIIR2, ALE_SOIIR2, ASPTSOIIR1

%       Author : John Garas PhD.
%       Version 2.1, Release October 2002.
%       Copyright (c) DSP ALGORITHMS 2000-2002.