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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of adim</title> <meta name="keywords" content="adim"> <meta name="description" content="ADIM adaptive information matrix. Estimates the inverse"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > adim.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>adim</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>ADIM adaptive information matrix. Estimates the inverse</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [IR, CC, D] = adim(U, UC, IR, CC, arg5); </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> ADIM adaptive information matrix. Estimates the inverse
correlation matrix in an adaptive way.
[IR, CC] = adim(U, UC [, IR0 [, CC0]]);
U input data
UC update coefficient 0 < UC << 1
IR0 initial information matrix
CC0 initial correlation matrix IR information matrix (inverse correlation matrix)
CC correlation matrix
The algorithm uses the Matrix Inversion Lemma, also known as
"Woodbury's identity", to obtain a recursive algorithm.
IR*CC - UC*I should be approx. zero.
Reference(s):
[1] S. Haykin. Adaptive Filter Theory, Prentice Hall, Upper Saddle River, NJ, USA
pp. 565-567, Equ. (13.16), 1996.</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
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