rls.m

来自「这里的７个源代码都是关于自适应噪声滤除技术的」· M 代码 · 共 32 行

%rls
randn('seed',0);
rand('seed',0);
NoOfDate=8000;
Order=32;
Lambda=0.98;
Delta=0.001;
x=randn(NoOfDate,1);
h=rand(Order,1);
d=filter(h,1,x);
P=Delta*eye(Order,Order);
w=zeros(Order,1);
for n=Order:NoOfDate;
    u=x(n:-1:n-Order+1);
    pi_=u'*P;
    k=Lambda+pi_*u;
    K=pi_'/k;
    e(n)=d(n)-w'*u;
    PPrime=K*pi_;
    P=(P-PPrime)/Lambda;
    w_err(n)=norm(h-w);
end;
figure;
plot(20*log10(abs(e)));
title('学习曲线');
xlabel('迭代次数');
ylabel('输出误差估计');
figure;
semilogy(w_err);
title('矢量误差估计');
xlabel('迭代次数');
ylabel('误差权矢量');