run_rls_eq.m

西蒙赫金的《自适应滤波原理》一书的matlab程序

function rsleq(rp)

% Computer Experiment
% Section 13.7, Adaptive Filter Theory, 3rd edition
% Adaptive equalization

seed  = 0:(rp.Niter-1);
h      = [1/2*(1+cos(2*pi/rp.T*((1:3) - 2)))];

Npred = rp.Ndata - 1 - rp.p;
A = zeros(rp.Niter, Npred);
E = zeros(rp.Niter, Npred);
Wx = zeros(rp.p, Npred);
for iter = 1:rp.Niter,
  disp([rp.T iter])
  rand('seed', seed(iter));
  randn('seed', seed(iter));
  a = [2*(rand(rp.Ndata, 1) > 0.5) - 1];
  Xi = conv(a, h);

  % account for shift in input sequence introduced by
  % convolution with h and offset 1 addressing in MATLAB
  Xi = Xi((length(h)+1):length(Xi));
keyboard
  Xi = Xi + sqrt(rp.var_v)*randn(length(Xi), 1);
  [Xi, Y] = mksstrndata(Xi, rp.p);
  Y = a((rp.tau+1):rp.Ndata);
%  keyboard
  [Wo, xp, alpha, e] = rls_AR_pred(Xi, Y, rp.verbose, rp.lambda, rp.delta);
  A(iter, :) = alpha;
  E(iter, :) = e;
  Wx = Wx + Wo;
end; % for iter
Wx = Wx / rp.Niter;

eval(['save ', rp.name])