main.m

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

clear all
u = rand(1000,1);
R=[.9 0.3;0.3 .9];
p=[2;9];
Jmin=2;
N=length(u);
W = [1 2 3 4 5]';
d = filter(flipud(W),1,u);
winit=[0;0];
mu=0.05;
wo=R\p;

w1=[(wo(1)-7):0.1:(wo(1)+7)];
w2=[(wo(2)-7):0.1:(wo(2)+7)];

Jm = jmat(w1,w2,R,p,Jmin);
[w,J]=sd(mu,winit,N,R,p,Jmin);

[MSE,wm]=lms(mu,5,u,d);

figure(2)
contour(w1,w2,Jm',50);xlabel('w1');ylabel('w2');
hold on
plot(w(1,:),w(2,:),'-O');grid
plot(wm(1,:),wm(2,:),'-x');grid
hold off

figure(3)
plot(J);grid on;xlabel('No. of Itterations');ylabel('MSE');title('Steepest Descent');
figure(4)
plot(MSE);grid on;xlabel('No. of Itterations');ylabel('MSE');title('LMS');