2.txt

关于维纳滤波器、卡尔曼滤波器、自适应滤波器的设计方法

M=2;
u=0.01;
b=1;
L=100;
A10=0;
A20=0;
p=2;
a1=-1.3;
a2=0.8;
w=sqrt(b)*randn(1,L);
y(1)=w(1);
y(2)=-a1*y(1)+w(2);
for i=3:L
    y(i)=-a1*y(i-1)-a2*y(i-2)+w(i);
end
A1(1)=A10;
A2(1)=A20;
Yg(1)=0;
e(1)=y(1)-Yg(1);
A1(2)=A1(1);
A2(2)=A2(1);
Yg(2)=-A1(2)*y(1);
e(2)=y(2)-Yg(2);
A1(3)=A1(2)-2*u*e(2)*y(1);
A2(3)=A2(2);
Yg(3)=-A1(3)*y(2)-A2(3)*y(1);
e(3)=y(3)-Yg(3);
for i=4:L
    A1(i)=A1(i-1)-2*u*e(i-1)*y(i-2);
    A2(i)=A2(i-1)-2*u*e(i-1)*y(i-3);
    Yg(i)=-A1(i)*y(i-1)-A2(i)*y(i-2);
    e(i)=y(i)-Yg(i);
end
n=1:L;
plot(n,a1,'*',n,a2,':',n,A1,'-',n,A2,':')