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LMS
LMS算法实现自适应滤波
clear close all clc
N=10000 设置仿真长度
信号产生参数设定
a1=-0.195
a1=-1.5955
a2=0.95
R0=[1,a1,a2 a1,1+a2,0 a2,a1,1]
p=[1,0,0]
r=inv(R0)*p 计算理论自相关函数
R=[r(1),r(2) r(2),r(1)] 生成理论自相关矩阵
p1=[r(2),r(3)] 生成互相关
h=inv(R)*p1 计算维纳解
Jmin=r(1)-h *p1 计算维纳解时最小均方误差
u=1/sum(eigs(R)) ( LMS算法实现自适应滤波
clear close all clc
N=10000 设置仿真长度
信号产生参数设定
a1=-0.195
a1=-1.5955
a2=0.95
R0=[1,a1,a2 a1,1+a2,0 a2,a1,1]
p=[1,0,0]
r=inv(R0)*p 计算理论自相关函数
R=[r(1),r(2) r(2),r(1)] 生成理论自相关矩阵
p1=[r(2),r(3)] 生成互相关
h=inv(R)*p1 计算维纳解
Jmin=r(1)-h*p1 计算维纳解时最小均方误差
u=1/sum(eigs(R)) )
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This file contains Matlab coding for LMS algorithm..
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