rls.m

应用RLS算法

clc;
clear;
delta=100;      %  delta>>1
M=2;
lambda=0.99;
Wm=zeros(M,1);
Cm=delta*eye(M);

var=1;
a1=-0.195;
a2=0.95;
N=1000;

v=0+sqrt(var)*randn(1,N);   %   零均值、方差为var的白噪声

u(1)=0;        %   设定各参数初值
u(2)=0;
x(1)=v(1);
x(2)=-a1*x(1)+v(2);

for n=3:N
    x(n)=v(n)-a1*x(n-1)-a2*x(n-2);
    d(n)=x(n);
    Xm=[x(n-1);x(n-2)];
    u(n)=Xm'*Cm*Xm;
    gm=Cm*Xm/(lambda +u(n));    
    Wm=Wm+gm*(d(n)-Xm'*Wm);
    Cm=(Cm-gm*Xm'*Cm)/lambda;
    w1(n)=Wm(1,1);
    w2(n)=Wm(2,1);
end

figure;
    plot(w1,'g');
    hold on
    plot(w2,'r');
    legend('w1','w2')
    xlabel('n');
    ylabel('w(n)');
    title('w(n)变化的曲线');
    hold off