testlfpef.m

卡尔曼滤波器设计的一个例子

% LFPEF used in a adaptive line enhancer application.
% By the end of this script, the forward prediction error 
% is the wide-band signal and the output of the equivalent 
% transversal predictor is the narrow-band (sinusoidal) signal.

clear all;
iter = 5000;
rand('state',0);
t    = (1:iter)/1000;           % time index @ 1kHz
xn   = 2*(rand(iter,1)-0.5)  ;  % Input signal, zero mean random.
xn   = xn + 1 * cos(2*pi*50*t');
yn   = zeros(iter,1);           % narrow-band signal
en   = yn;                      % error signal

% Initialize LFPEF
M    = 10;                      % filter length
mu_p = 0.01;                    % Step size
[k,b,P,e,y,c] = init_lfpef(M);  % Init LFPEF

%% Processing Loop
for (m=1:iter)
   [k,b,P,e,y,c] = asptlfpef(k,b,P,xn(m),mu_p);
   yn(m,:) = y;              % save narrow-band
   en(m,:) = e;              % save wide-band
end;

% Transfer function between e(n) and x(n).
h = filter([1 ; -c],1,[1;zeros(1023,1)]);
f = (0:512)*500/512;
H = 20*log10(abs(fft(h)));
% display the results
subplot(2,2,1);plot(f,H(1:513,:)); grid;
xlabel('frequency [Hz]')
ylabel('amplitude [dB]')
subplot(2,2,2);
plot([yn(4800:5000)]);grid
axis([0 200 -1 1]);
ylabel('filter output')
xlabel('time [samples]')