f_lsfir.asv

digital signal processing常用工具箱

function w = f_lsfir (x,d,m)

%F_LSFIR: System identification using offline least-squares method with FIR filter
%
%       y(k) = w(1)x(k) + w(2)x(k-1) + ... + w(m+1)x(k-m)
%
% Usage: w = f_lsfir (x,d,m)
%
% Inputs: x    = N by 1 vector containing input samples
%         d    = N by 1 vector containing desired output samples
%         m    = order of transversal filter (m < N)
%
% Outputs: w = (m+1) by 1 leat-squares weight vector of filter coefficients
%
% See also: F_LSIIR
   
% Initialize

N = length(x);
m = f_clip (m,0,N-1,3,'f_lsfir');
X = zeros (N,m+1);
w = zeros(m+1,1);
q = f_torow (x);

% Construct normal equations

for i = 1 : N
    if i <
    X(i,:) = q(ii:i+m);
    
        
theta = zeros(m+1,1);
e = zeros(size(x));
q = f_tocol(x); 

% Find optimal weight vector

for k = 1 : N
   if k < (m+1)
       theta(1:k) = q(k:-1:1);
   else
       theta = q(k:-1:k-m);
   end
   e(k) = d(k) - w'*theta;
   w = w + 2*mu*e(k)*theta;
end
%-----------------------------------------------------------------------