aawienerfirfilter.m

自适应信号处理中LMS

function[w,jm]=aawienerfirfilter(x,d,M)
%function[w,jm]=aawienerfirfilter(x,d,M);
%x=data entering both the unknown filter(system) and the Wiener filter;
%d=the desired signal=output of the unknown system;
%M=number of coefficients;jm=minimum mean square error;
pdx=xcorr(d,x,'biased');
p=pdx(1,(length(pdx)+1)/2:((length(pdx)+1)/2)+M-1);
rx=aasamplebiasedautoc(x,M);
R=toeplitz(rx);
w=inv(R)*p';
jm=(sum(d(1,1:M).^2)/M)-p*w;