wrlsinit.m

来自「Mathematical Methods by Moor n Stiling.」· M 代码 · 共 20 行

function wrlsinit(m,delta,lambdain)
% 
% Initialize the weighted RLS filter
%
% function rlsinit(m,delta)
%
% m = dimension of vector
% delta = a small positive constant used for initial correlation inverse
% lambdain = value of lambda to use for decay factor

% Copyright 1999 by Todd K. Moon

global hrls;
global Prls;
global xrls;
global lambda;
hrls = zeros(m,1);     % the filter weight
xrls = zeros(m,1);     % the data vector
Prls = 1/delta*eye(m); % the correlation matrix
lambda = lambdain;