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% RLS 算法. M+ `& z: s6 j+ }+ q5 J
<br>randn('seed', 0) ;
" }: J- I! C) _7 u& s<br>rand('seed', 0) ;/ W1 I0 K7 r, z9 f; M
<br>
0 F( J) |4 M0 q8 F% D9 f3 |<br>NoOfData = 8000 ; % Set no of data points used for training
9 H! } a3 h+ D/ q<br>Order = 32 ; % Set the adaptive filter order0 V) a! ]: Y9 M2 n8 C
<br>* `. E3 V) x2 O' I
<br>Lambda = 0.98 ; % Set the forgetting factor& ^0 }9 g& {# Y2 i- ]3 o! l# c
<br>Delta = 0.001 ; % R initialized to Delta*I
* {6 Q& _" T9 t; i<br>2 ?" Q, A- Q% I- N) R) I! }1 N; a' c; _& t
<br>x = randn(NoOfData, 1) ;% Input assumed to be white' N8 E/ v: a$ c
<br>h = rand(Order, 1) ; % System picked randomly
: z- v" V( m' c' L* E<br>d = filter(h, 1, x) ; % Generate output (desired signal)
7 F) l5 [' A; D2 V7 @* U+ z7 O<br>8 H& v y) K( r W
<br>% Initialize RLS
5 ^# ?0 y3 ?9 D! U# Y0 _% {* r& q<br>) H! O1 a1 _0 V( T9 x8 D
<br>P = Delta * eye ( Order, Order ) ;
6 x) b" D U( y; X, W& w+ G; ?" T<br>w = zeros ( Order, 1 ) ;8 a( x. @# J' N6 f/ \) r l' O
<br>
" j/ J2 {) I6 b. ~7 w- q" c6 _/ v<br>% RLS Adaptation2 Z, a1 H- U# W8 I
<br>
0 M0 G/ f2 n8 N8 z<br>for n = Order : NoOfData ;2 r% p# I5 z: V0 B/ p
<br>% I, @; y- }' u4 h9 t
<br>u = x(n:-1:n-Order+1) ;: u& [) o# S/ d( y# p0 v& Y- b! R
<br>pi_ = u' * P ;% j0 c, a% L( x) k
<br>k = Lambda + pi_ * u ;
. x, s x7 l7 L<br>K = pi_'/k;4 A1 E: u. \* c4 L% |
<br>e(n) = d(n) - w' * u ;. f/ l8 M! v) l% F2 g. D+ L
<br>w = w + K * e(n) ;0 U0 T- @; b. w7 N7 E
<br>PPrime = K * pi_ ;" _. T, t5 X- g3 {. |
<br>P = ( P - PPrime ) / Lambda ;
% B- n1 M/ I6 u l$ x' b! \<br>w_err(n) = norm(h - w) ;4 i% K; B1 m- Y2 G" p# Z+ r, [
<br>& U S! H# B: s% q! v
<br>end ;
" j2 Q& \7 V0 U<br>
' i: A5 d5 c8 r, A! X# A2 n. Q<br>% Plot results
, t$ t% _ L, X& _5 E<br>( X' Y S- ]0 C: L2 w
<br>figure ;
6 g% S0 |6 S. M2 s. F<br>plot(20*log10(abs(e))) ;4 P7 W/ E$ H/ d$ X
<br>title('Learning Curve') ;
# {/ d/ S: u% f; ?0 ]* C+ A% C! f<br>xlabel('Iteration Number') ;
j# u" e/ T0 W5 m q! X$ R) }$ |<br>ylabel('Output Estimation Error in dB') ;
) p- N1 N0 |- u) B* c# P<br>; ]. Y2 f4 Q E: v0 B4 b
<br>figure ;
# l8 o; v4 s) H; U" }6 i% Z<br>semilogy(w_err) ; x/ f* m/ @! I
<br>title('Weight Estimation Error') ;" `0 s* T5 r ~. g. L4 D
<br>xlabel('Iteration Number') ;
, ~! P7 F, L9 U, h' y<br>ylabel('Weight Error in dB') ;
4 i% ~( o5 E" Z/ p3 b y- \- L<br>$ F p3 E9 z" l+ o* H0 ]
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