aaconstrainedlms.m

自适应信号处理中LMS

function[w,e,y,J,w2]=aaconstrainedlms(x,dn,c,a,mu,M)
%function[w,e,y,J,w2]=aaconstrainedlms(x,dn,c,a,mu,M);
%x=data vector;dn=desired vector of equal length with x;
%c=constant row vector of length M;a=constant, e.g. a=0.8;mu=step- 
%size parameter;M=filter order(number of filter coefficients);
%w2=matrix whose columns give the history of each coefficient;
w=zeros(1,M);
N=length(x);
for n=M:N;
   y(n)=w*x(n:-1:n-M+1)';
   e(n)=dn(n)-y(n);
   w1=w+2*mu*e(n)*x(n:-1:n-M+1);
   w=w1+((a-c*w1')*c/(c*c'));
   w2(n-M+1,:)=w(1,:);
end;
J=e.^2;