a1.m

关于维纳滤波器、卡尔曼滤波器、自适应滤波器的设计方法

b=1;
L=100;
h1=-0.8;
u=0.03;
h0=0;
x=randn(1,L);
w=sqrt(b)*randn(1,L);
s=h1*x;
y=s+w;
n=1:L;
subplot(3,1,1)
plot(n,s,'-',n,y,':')
Hg(1)=h0;
Sg(1)=Hg(1)*x(1);
for i=2:L
    Hg(i)=Hg(i-1)+2*u*(y(i-1)-Hg(i-1)*x(i-1))*x(i-1);
    Sg(i)=Hg(i)*x(i);
end
R=xcorr(x);
for i=1:L
    h(i)=h1+(1-2*u* R(i))^i*(h0-h1);
end
subplot(3,1,2)
plot(n,h,'-',n,Hg,':')
subplot(3,1,3)
plot(n,s,'-',n,Sg,':')