- refactored

common/optimization/lms/lms_eval.m

@@ -0,0 +1,33 @@
+function lms_eval(N, mu)
+
+% lms_eval(N, mu)
+% Example: lms_eval(1000, 0.01)
+
+h = [0 0 0 1 0 0 0 0];
+w = randn(1, length(h));
+
+z_h = zeros(length(h)-1, 1);
+z_w = zeros(length(h)-1, 1);
+
+x = zeros(1, length(h));
+
+e_last = 0;
+p = 1.0;
+
+for n=1:N,
+	xs = 0.1*randn();
+	p = 0.99*p + 0.01*xs*xs;
+	x = [xs x(1:length(x)-1)];
+	d = x*h';
+	y = x*w';
+	e = d - y;
+	
+	w = w + mu*e*x*(1/(0.001+p));
+	
+	e_last = 0.5*e_last + 0.5*e*e;
+	_e(n) = e_last;
+	_p(n) = p;
+end
+	
+plot(1:N, _e, 1:N, _p); grid;
+w=w'