lsldt.m

LMS和RLS算法性能的比较

function varargout = LSL(varargin)
v=1;
m=80;
b=length(v);
if b==1
  eb0(1)=0;eb1(1)=0;eb2(1)=0;     %初始化
  ef0(1)=0;ef1(1)=0;ef2(1)=0;
  v0(1)=0;v1(1)=0;v2(1)=0;
  r0(1)=1;r1(1)=1;r2(1)=1;
  sf0(1)=v;sf1(1)=v;sf2(1)=v;
  sb0(1)=v;sb1(1)=v;sb2(1)=v;
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  rd=randn(1,m);                 %信号产生
  x(1)=rd(1);
  x(2)=rd(2);
  for i=3:m
      x(i)=1.558*x(i-1)-0.81*x(i-2)+rd(i);
  end
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  for i=2:m                       %按时间迭代
      eb0(i)=x(i);
      ef0(i)=x(i);
      sf0(i)=sf0(i-1)+x(i)*x(i);
      sb0(i)=sf0(i);
      r0(i)=1;
  end
  for i=2:m           
      v1(i)=v1(i-1)+eb0(i-1)*ef0(i)/r0(i-1);
      ef1(i)=ef0(i)-v1(i)*eb0(i-1)/sb0(i-1);
      eb1(i)=eb0(i-1)-v1(i)*ef0(i)/sb0(i);
      sf1(i)=sf0(i)-v1(i)^2/sb0(i-1);
      sb1(i)=sb0(i-1)-v1(i)^2/sf0(i);
      r1(i-1)=r0(i-1)-eb0(i-1)*eb0(i-1)/sb0(i-1);
      kf1(i)=v1(i)/sf0(i);
      kb1(i)=v1(i)/sb0(i-1);
      %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
      v2(i)=v2(i-1)+eb1(i-1)*ef1(i)/r1(i-1);
      ef2(i)=ef1(i)-v2(i)*eb1(i-1)/sb1(i-1);
      eb2(i)=eb1(i-1)-v2(i)*ef1(i)/sb1(i);
      sf2(i)=sf1(i)-v2(i)^2/sb1(i-1);
      sb2(i)=sb1(i-1)-v2(i)^2/sf1(i);
      r2(i-1)=r1(i-1)-eb1(i-1)*eb1(i-1)/sb1(i-1);
      kf2(i)=v2(i)/sf1(i);
      kb2(i)=v2(i)/sb1(i-1);
  end
  for i=2:m
      w1(i)=kb1(i)-kf1(i-1)*kb2(i);
      w2(i)=kb2(i);
      n(i)=i;
  end
  plot(n,w1,'r-')
  ylim([-1.5 2]);
  xlabel('迭代次数\fontsize{15}n');
  ylabel('参数\fontsize{15}a\fontsize{13}1');
  grid on
  hold on;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
v=10;
m=80;
b=length(v);
if b==1
  eb0(1)=0;eb1(1)=0;eb2(1)=0;     %初始化
  ef0(1)=0;ef1(1)=0;ef2(1)=0;
  v0(1)=0;v1(1)=0;v2(1)=0;
  r0(1)=1;r1(1)=1;r2(1)=1;
  sf0(1)=v;sf1(1)=v;sf2(1)=v;
  sb0(1)=v;sb1(1)=v;sb2(1)=v;
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  rd=randn(1,m);                 %信号产生
  x(1)=rd(1);
  x(2)=rd(2);
  for i=3:m
      x(i)=1.558*x(i-1)-0.81*x(i-2)+rd(i);
  end
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  for i=2:m                       %按时间迭代
      eb0(i)=x(i);
      ef0(i)=x(i);
      sf0(i)=sf0(i-1)+x(i)*x(i);
      sb0(i)=sf0(i);
      r0(i)=1;
  end
  for i=2:m           
      v1(i)=v1(i-1)+eb0(i-1)*ef0(i)/r0(i-1);
      ef1(i)=ef0(i)-v1(i)*eb0(i-1)/sb0(i-1);
      eb1(i)=eb0(i-1)-v1(i)*ef0(i)/sb0(i);
      sf1(i)=sf0(i)-v1(i)^2/sb0(i-1);
      sb1(i)=sb0(i-1)-v1(i)^2/sf0(i);
      r1(i-1)=r0(i-1)-eb0(i-1)*eb0(i-1)/sb0(i-1);
      kf1(i)=v1(i)/sf0(i);
      kb1(i)=v1(i)/sb0(i-1);
      %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
      v2(i)=v2(i-1)+eb1(i-1)*ef1(i)/r1(i-1);
      ef2(i)=ef1(i)-v2(i)*eb1(i-1)/sb1(i-1);
      eb2(i)=eb1(i-1)-v2(i)*ef1(i)/sb1(i);
      sf2(i)=sf1(i)-v2(i)^2/sb1(i-1);
      sb2(i)=sb1(i-1)-v2(i)^2/sf1(i);
      r2(i-1)=r1(i-1)-eb1(i-1)*eb1(i-1)/sb1(i-1);
      kf2(i)=v2(i)/sf1(i);
      kb2(i)=v2(i)/sb1(i-1);
  end
  for i=2:m
      w1(i)=kb1(i)-kf1(i-1)*kb2(i);
      w2(i)=kb2(i);
      n(i)=i;
  end
  plot(n,w1,'g-')
  ylim([-1.5 2]);
  xlabel('迭代次数\fontsize{15}n');
  ylabel('参数\fontsize{15}a\fontsize{13}1');
  grid on
  hold on;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
v=0.1;
m=80;
b=length(v);
if b==1
  eb0(1)=0;eb1(1)=0;eb2(1)=0;     %初始化
  ef0(1)=0;ef1(1)=0;ef2(1)=0;
  v0(1)=0;v1(1)=0;v2(1)=0;
  r0(1)=1;r1(1)=1;r2(1)=1;
  sf0(1)=v;sf1(1)=v;sf2(1)=v;
  sb0(1)=v;sb1(1)=v;sb2(1)=v;
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  rd=randn(1,m);                 %信号产生
  x(1)=rd(1);
  x(2)=rd(2);
  for i=3:m
      x(i)=1.558*x(i-1)-0.81*x(i-2)+rd(i);
  end
  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  for i=2:m                       %按时间迭代
      eb0(i)=x(i);
      ef0(i)=x(i);
      sf0(i)=sf0(i-1)+x(i)*x(i);
      sb0(i)=sf0(i);
      r0(i)=1;
  end
  for i=2:m           
      v1(i)=v1(i-1)+eb0(i-1)*ef0(i)/r0(i-1);
      ef1(i)=ef0(i)-v1(i)*eb0(i-1)/sb0(i-1);
      eb1(i)=eb0(i-1)-v1(i)*ef0(i)/sb0(i);
      sf1(i)=sf0(i)-v1(i)^2/sb0(i-1);
      sb1(i)=sb0(i-1)-v1(i)^2/sf0(i);
      r1(i-1)=r0(i-1)-eb0(i-1)*eb0(i-1)/sb0(i-1);
      kf1(i)=v1(i)/sf0(i);
      kb1(i)=v1(i)/sb0(i-1);
      %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
      v2(i)=v2(i-1)+eb1(i-1)*ef1(i)/r1(i-1);
      ef2(i)=ef1(i)-v2(i)*eb1(i-1)/sb1(i-1);
      eb2(i)=eb1(i-1)-v2(i)*ef1(i)/sb1(i);
      sf2(i)=sf1(i)-v2(i)^2/sb1(i-1);
      sb2(i)=sb1(i-1)-v2(i)^2/sf1(i);
      r2(i-1)=r1(i-1)-eb1(i-1)*eb1(i-1)/sb1(i-1);
      kf2(i)=v2(i)/sf1(i);
      kb2(i)=v2(i)/sb1(i-1);
  end
  for i=2:m
      w1(i)=kb1(i)-kf1(i-1)*kb2(i);
      w2(i)=kb2(i);
      n(i)=i;
  end
  plot(n,w1,'b-');
  ylim([-1.5 2]);
  xlabel('迭代次数\fontsize{15}n');
  ylabel('参数\fontsize{15}a\fontsize{13}1');
  title('初始预测误差剩余对LSL收敛性能的影响');
  grid on
 hold off;
 legend('1','10','0.1')
end