eps_pnl_par.m

来自「Blind Source Separation toolbox, This wo」· M 代码 · 共 28 行

% CALCULATION OF EPSILON ( parameter algorithm : a(t+1)=a(t)+nu*epsilon(x(t)) )

%-------------------------------------------------------------------------------
%	y  =	output matrix (nsrc-by-N)
%	a  =	parameter (nsrc-by-N)
%	e  = 	observations (nsrc-by-T)
%   alpha  =	sum(psi(yi)*bik,i) (nsrc-by-T)
%-------------------------------------------------------------------------------

% Grenoble, December 2000
% This work has been partly funded by the European project BLIS (IST-1999-14190)


function [y]=esp_pnl_par(alpha,e,a)

% initialisations
[nsrc,T]=size(e);
N=length(a);				% number of parameter coefficents				
y=zeros(nsrc,N);

for i=1:nsrc
	for p=1:N
		term1=mean(alpha(i,:).*(e(i,:).^(p-1)));	% E(alpha.dx/da)
		term2=mean(((p-1)*(e(i,:).^(p-2)))./polyval(polyder(fliplr(a(i,:))),e(i,:)));	% E(d/da(log(x')))
		y(i,p)=term1+term2;
	end;	
end;