aanowindowleastsqufir.m

Adaptive Filtering Primer with MATLAB

function[R,w,jmin]=aanowindowleastsqufir(x,M,d)
%functon[R,w,Jmin]=aanowindowleastsqufir(x,M,d)
%x=data of length N;M=number of filter coefficient;
%d=desired signal=[d(M)   d(M+1)  ...  d(N)]';
N=length(x);
for i=1:M
    for j=1:N-M+1
D(i,j)=x(M-i+j);
    end;
end;
Dt=D';
R=D*Dt;
p=D*d(1,1:N-M+1)';
w=inv(R)*p;
Jmin=d'*d-p'*w;
end