- refactored

2022-06-30 13:32:40 +02:00
parent 77cd5261b1
commit 776932e5d1
144 changed files with 0 additions and 38 deletions
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+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%                                                    %
+%                 RLS Algorithm                      %
+%                                                    %
+% Written By: Sundar Sankaran and A. A. (Louis) Beex %
+%             DSP Research Laboratory                %
+%             Dept. of Electrical and Comp. Engg     %
+%             Virginia Tech                          %
+%             Blacksburg VA 24061-0111               %
+%                                                    %
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+randn('seed', 0) ;
+rand('seed', 0) ;
+
+NoOfData = 8000 ;	% Set no of data points used for training
+Order = 32 ;		% Set the adaptive filter order
+
+Lambda = 0.98 ;		% Set the forgetting factor
+Delta = 0.001 ;		% R initialized to Delta*I
+
+x = randn(NoOfData, 1) ;% Input assumed to be white
+h = rand(Order, 1) ;	% System picked randomly
+d = filter(h, 1, x) ;	% Generate output (desired signal)
+
+% Initialize RLS
+
+P = Delta * eye ( Order, Order ) ;
+w = zeros ( Order, 1 ) ;
+
+% RLS Adaptation
+
+for n = Order : NoOfData ;
+		
+	u = x(n:-1:n-Order+1) ;
+	pi_ = u' * P ;
+	k = Lambda + pi_ * u ;
+	K = pi_'/k;
+	e(n) = d(n) - w' * u ;
+	w = w + K * e(n) ;
+	PPrime = K * pi_ ;
+	P = ( P - PPrime ) / Lambda ;
+	w_err(n) = norm(h - w) ;
+
+end ;
+
+
+% Plot results
+
+figure ;
+plot(20*log10(abs(e))) ;
+title('Learning Curve') ;
+xlabel('Iteration Number') ;
+ylabel('Output Estimation Error in dB') ;
+
+figure ;
+semilogy(w_err) ;
+title('Weight Estimation Error') ;
+xlabel('Iteration Number') ;
+ylabel('Weight Error in dB') ;