rls.m

RLS算法

clear all
i=0:0.005:12;
x=cos(2*pi*i);
y=randn(1,2401);
z=x+y;
figure(1):plot(z);
n=200;
u=0.0009;
w=zeros(2401,1);
k=zeros(1,2401);
t=zeros(2401,1);
    k=(t*x)/(u+x'*t*x);
    w=w+k(x-w'*x);
    t=(t-k*x'*t)/u;

figure(2):plot
figure(3):plot
figure(4):plot