jmat.m

A simple code for understanding lms nlms and wiener filters for beginners

function Jm=jmat(w1,w2,R,p,Jmin);
% Input arguments:
% w1 = vector with K values of w1 over time, dim 1xK
% w2 = vector with K values of w2 over time, dim 1xK
% R = autocorrelation matrix, dim MxM
% p = cross-correlation vector, dim Mx1
% Jmin = minimum mean square error, dim 1x1
%
% Output arguments:
% Jm = matrix containing J(w1,w2) with w1 along
% the rows and w2 along the columns, dim KxK


Jm=zeros(length(w1),length(w2));
for k=1:length(w1)
    for l=1:length(w2)
        Jm(l,k)=Jmin+([w1(k);w2(l)]-R\p)'*R*([w1(k);w2(l)]-R\p);
    end
end