randn('seed', 0)
rand('seed', 0)
NoOfData = 8000 % Set no of data points used for training
Order = 32 % 自适应滤波权数
Lambda = 0.98 % 遗忘瞎友因子
Delta = 0.001 % 相关矩阵R的初始化
x = randn(NoOfData, 1) %高斯随机系列
h = rand(Order, 1) % 系统随机抽样
d = filter(h, 1, x) % 期望输出
% RLS算法的初始化
P = Delta * eye ( Order, Order ) %相关矩阵
w = zeros ( Order, 1 ) %滤波系数矢量的初始化
% RLS Adaptation
for n = Order : NoOfData
u = x(n:-1:n-Order+1) %延时函数
pi_ = u' * P %互相关函数
k = Lambda + pi_ * u
K = pi_'/k%增益矢量
e(n) = d(n) - w' * u %误差函数
w = w + K * e(n) %递归公式
PPrime = K * pi_
P = ( P - PPrime ) / Lambda %误差相关矩阵
w_err(n) = norm(h - w) %真实估计散哪误差
end
% 作图表示结果
figure
plot(20*log10(abs(e))) %| e |的误差曲线
title('学习曲线')
xlabel('迭代次数')
ylabel('输出误差估计')
figure
semilogy(w_err) %作实际估计误差图
title('矢量估计误差')
xlabel('迭代次数')
ylabel('误差权矢量')
%lms 算法
clear all
close all
hold off%系统信道权数
sysorder = 5 %抽头数
N=1000%总采样次数
inp = randn(N,1)%产生高斯随机系列
n = randn(N,1)
[b,a] = butter(2,0.25)
Gz = tf(b,a,-1)%逆变换函数
h= [0.09760.28730.33600.22100.0964]%信道特性向量
y = lsim(Gz,inp)%加入噪声
n = n * std(y)/(10*std(n))%噪声信号
d = y + n%期望输出信号
totallength=size(d,1)%步长
N=60 %60节点作为训练序列
%算法的开始
w = zeros ( sysorder , 1 ) %初始化
for n = sysorder : N
u = inp(n:-1:n-sysorder+1) % u的矩阵
y(n)= w' * u%系统输出
e(n) = d(n) - y(n) %误差
if n <20
mu=0.32
else
mu=0.15
end
w = w + mu * u * e(n) %迭代方程
end
%检验结果
for n = N+1 : totallength
u = inp(n:-1:n-sysorder+1)
y(n) = w' * u
e(n) = d(n) - y(n) %误差
end
hold on
plot(d)
plot(y,'r')
title('系统输出')
xlabel('样本')
ylabel('实际输出')
figure
semilogy((abs(e))) % e的绝对值坐标
title('误差曲线')
xlabel('样本')
ylabel('误差矢量')
figure%作图
plot(h, 'k+')
hold on
plot(w, 'r*')
legend('实际权矢量','估计权矢量')
title('比磨掘槐较实际和估计权矢量')
axis([0 6 0.05 0.35])
% RLS 算法<br>randn('seed', 0)
<br>rand('seed', 0)
<br>
<br>NoOfData = 8000 % Set no of data points used for training
<br>Order = 32 % Set the adaptive filter order
<br>
<br>Lambda = 0.98 % Set the forgetting factor
<br>Delta = 0.001 % R initialized to Delta*I
<br>
<br>x = randn(NoOfData, 1) % Input assumed to be white
<br>h = rand(Order, 1) % System picked randomly
<br>d = filter(h, 1, x) % Generate output (desired signal)
<br>
<br>% Initialize RLS
<br>
<br>P = Delta * eye ( Order, Order )
<br>w = zeros ( Order, 1 )
<br>
<br>% RLS Adaptation
<br>
<br>for n = Order : NoOfData
<绝数br>
<br>u = x(n:-1:n-Order+1)
<br>pi_ = u' * P
<br>k = Lambda + pi_ * u
<br>K = pi_'/k
<br>e(n) = d(n) - w' * u
<br>w = w + K * e(n)
<br>PPrime = K * pi_
<br>P = ( P - PPrime ) / Lambda
<br>w_err(n) = norm(h - w)
<br>
<br>end
<br>
<br>% Plot results
<br>
<br>figure
<br>plot(20*log10(abs(e)))
<br>陵饥title('Learning Curve')
<br>xlabel('Iteration Number')
<br>ylabel('Output Estimation Error in dB')
<br>
<br>figure
<br>semilogy(w_err)
<br>title('Weight Estimation Error')
<br>xlabel('Iteration Number')
<br>ylabel('Weight Error in dB')
<并汪首br>
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