adaptive415.m

自适应信号处理中的牛顿法的源程序

clc;
clear all;
x = -5 : 0.1 : 10;  y = -5 : 0.1 : 10;
[X, Y] = meshgrid(x, y);  % 3维图形的X,Y数组
Z = 2 * X.^2 + 2 * Y.^2 + 2 * X.*Y - 14 * X - 16 * Y + 42;
mesh(X, Y, Z)  % 3维网格表面
contour(X, Y, Z, 0 : 10 : 60, 'b')  % 等高线
xlabel('权，w_0');  ylabel('权，w_1');  title('均方误差等高线');
mu = 0.05;
w = [0; 0];
R = [2, 1; 1, 2];
P = [7; 8];
i = 0;
delta = 2 * R * w - 2 * P;
while(abs(delta(1,1)) > 0.01 || abs(delta(2,1)) > 0.01)
    delta = 2 * R * w - 2 * P;
    w1 = w - mu * inv(R) * delta;
    w = w1;
    i = i + 1;
    xi(i) = 2 * w1(1)^2 + 2 * w1(2)^2 + 2 * w1(1) * w1(2) - 14 * w1(1) - 16 * w1(2) + 42;
end
figure(2);
plot(xi, '.');  hold on;  plot(xi);
xlabel('迭代次数，k');  ylabel('MSE，\xi_k');  title('牛顿法学习曲线');