?? stoch_rls.m
字號:
function [e,w] = stoch_rls(x,d,N,M,w0,lambda,epsilon)
%stoch_rls(x,d,N,M,w0,lambda,epsilon) implements stochastic-partial-update
%RLS algorithm
% ----------------
% input parameters
% ----------------
% x : Lx1 input signal
% d : Lx1 desired response
% N : filter length
% M : number of coefficients to be updated
% w0 : Nx1 initialization
% lambda : exponential forgetting factor
% epsilon: regularization parameter
% ----------------
% function outputs
% ----------------
% e : Lx1 output error vector
% w : LxN coefficients vectors
x = x(:);
d = d(:);
w0 = w0(:);
L = length(x);
w = zeros(L,N);
e = zeros(L,1);
w(1,:) = w0';
xvec = zeros(N,1);
P = (1/epsilon) * eye(N);
invlambda = 1/lambda;
B = N/M;
if B == floor(B),
for i = 1:B
J(i,1:M) = (i-1)*M+1:i*M;
end
else
B = ceil(B);
for i = 1:B-1
J(i,1:M) = (i-1)*M+1:i*M;
end
J(B,1:N-(B-1)*M) = (B-1)*M+1:N;
end
for i = 1:L-1
xvec = [x(i);xvec(1:N-1)];
e(i) = d(i)-w(i,:)*xvec; %error
ix = ceil(B*rand(1,1)); %random block
de = zeros(1,N);
de(J(ix,:)) = 1;
IM = diag(de);
%PM(k) computation
aa = 1/(1+invlambda*xvec'*P*IM*xvec);
P = invlambda*P - (invlambda^2*P*IM*xvec*xvec'*P)*aa;
upd = P*IM*xvec*e(i);
w(i+1,:) = w(i,:) + upd';
end
xvec = [x(L);xvec(1:N-1)];
e(L) = d(L)-w(L,:)*xvec;
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