wrapper.asv

a simple program for lms and taking into account the eigenspread factor

%% Initializations
clear all
R=[1 0.9;0.9 1];
p=[2;9];
Jmin=2;
N=100;
winit=[0;0];

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

% Calculating Eigen Spread
[Q,D]=eig(R);     % Q = eigen vectors and D = eigen values
eigspd = max(D(:,2))/max(D(:,1));
eigval = [max(D(:,1)) max(D(:,2))];
eigvec = Q;


Jm=jmat(w1,w2,R,p,Jmin);
[w,J]=sd(mu,winit,N,R,p,Jmin);
% Convergence Time For Steepest Descent
tau = 1/(4*mu*min(eigval));

[wn,Jn]=nm(mu,winit,N,R,p,Jmin);
%Convergence Time For Newton Method
taunm = 1/(4*mu);

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

figure(2)
plot(J);grid on;xlabel('No. of Itterations');ylabel('MSE');title('Steepest Descent');


figure(3)
plot(Jn);xlabel('No. of Itterations');ylabel('MSE');title('"Newton's Method"');