最小二乘 RLS 、最小均方LMS、最小二乘格型 LSL 三种算法mtlab代码.doc

最小二乘 RLS 、最小均方LMS、最小二乘格型 LSL 三种算法mtlab代码clear allclcclose alla1=1.558;a2=-0.81;N=2000;%迭代次数M=100;%仿真次数de=1;sum1=zeros(1,N);sum2=zeros(1,N);sum3=zeros(1,N);% lslfor k=1:M v=randn(1,N); x(1)=v(1); x(2)=a1*x(1)+v(2); for n=3:N x(n)=v(n)+a1*x(n-1)+a2*x(n-2); end eb=zeros(3,N); ef=zeros(3,N); D=zeros(3,N); r=zeros(3,N); Ef=zeros(3,N); Eb=zeros(3,N); Ef(:,1)=de; Eb(:,1)=de; r(:,1)=1; kf=zeros(3,N); kb=zeros(3,N); eb(1,:)=x; ef(1,:)=x; r(1,:)=1; for n=2:N Eb(1,n)=Ef(1,n-1)+x(n).2; Ef(1,n)=Eb(1,n); for m=1:2 D(m+1,n)=D(m+1,n-1)+(eb(m,n-1)*ef(m,n)/r(m,n-1); ef(m+1,n)=ef(m,n)-(D(m+1,n)*eb(m,n-1)/Eb(m,n-1); eb(m+1,n)=eb(m,n-1)-(D(m+1,n)*ef(m,n)/Ef(m,n); Ef(m+1,n)=Ef(m,n)-(D(m+1,n).2/Eb(m,n-1); Eb(m+1,n)=Eb(m,n-1)-(D(m+1,n).2/Ef(m,n); r(m+1,n-1)=r(m,n-1)-(eb(m,n-1).2/Eb(m,n-1); kb(m+1,n)=D(m+1,n)/Eb(m,n-1); kf(m+1,n)=D(m+1,n)/Ef(m,n); end w1(n)=kb(2,n)-kf(2,n)*kb(3,n); w2(n)=kb(3,n); ee(n)=eb(3,n)2+ef(3,n)2; end sum1=sum1+w1; sum2=sum2+w2; sum3=sum3+ee;end% mw1=sum1/M; mw2=sum2/M; ms=sum3/M; mse2=20*log10(ms/max(ms);% lmsDe=10000;lw1=zeros(1,N);lw2=zeros(1,N);c11=zeros(1,N);c12=zeros(1,N);c21=zeros(1,N);c22=zeros(1,N);g1=zeros(1,N);g2=zeros(1,N);la=0.9777;u1=0.002;%收敛步长for r=1:Mc11(1)=De;c12(1)=0;c21(1)=0;c22(1)=De;c11(2)=De;c12(2)=0;c21(2)=0;c22(2)=De;gw1=zeros(1,N);gw2=zeros(1,N);e=zeros(1,N);e1=zeros(1,N);yk=zeros(1,N); v=randn(1,N); x(1)=v(1); x(2)=a1*x(1)+v(2); for i=3:N x(i)=a1*x(i-1)+a2*x(i-2)+v(i); end for i=3:N u(i)=x(i-1) x(i-2)*c11(i-1) c12(i-1);c21(i-1) c22(i-1)*x(i-1);x(i-2); g11(i)=c11(i-1)*x(i-1)+c12(i-1)*x(i-2)/la+u(i); g21(i)=c21(i-1)*x(i-1)+c22(i-1)*x(i-2)/la+u(i); lw1(i)=lw1(i-1)+g11(i)*x(i)-lw1(i-1)*x(i-1)-lw2(i-1)*x(i-2); lw2(i)=lw2(i-1)+g21(i)*x(i)-lw1(i-1)*x(i-1)-lw2(i-1)*x(i-2); c11(i)=la(-1)*c11(i-1)-c11(i-1)*g11(i)*x(i-1)-c21(i-1)*g11(i)*x(i-2); c12(i)=la(-1)*c12(i-1)-c12(i-1)*g11(i)*x(i-1)-c22(i-1)*g11(i)*x(i-2); c21(i)=la(-1)*c21(i-1)-c11(i-1)*g21(i)*x(i-1)-c21(i-1)*g21(i)*x(i-2); c22(i)=la(-1)*c22(i-1)-c12(i-1)*g21(i)*x(i-1)-c22(i-1)*g21(i)*x(i-2); e1(i)=x(i)-lw1(i-1)*x(i-1)-lw2(i-1)*x(i-2); mer1(r,i)=e1(i); lww1(r,i)=lw1(i); lww2(r,i)=lw2(i); yk(i)=x(i-1)*gw1(i)+x(i-2)*gw2(i); e(i)=x(i)-yk(i); gw1(i+1)=gw1(i)+2*u1*e(i)*x(i-1); gw2(i+1)=gw2(i)+2*u1*e(i)*x(i-2); gww1(r,i)=gw1(i); gww2(r,i)=gw2(i); mer(r,i)=e(i); endendfor i=1:N lmww1(i)=mean(lww1(:,i); lmww2(i)=mean(lww2(:,i); gmw1(i)=mean(gww1(:,i); gmw2(i)=mean(gww2(:,i); me1(i)=(norm(mer1(:,i),2).2; me(i)=(norm(mer(:,i),2).2/m; endgw11=gw1(:,1);gw12=gw1(:,2);mse1=20*log10(me1/max(me1);mse=20*log10(me/max(me); figure(1) plot(w1,r) hold on plot(w2,b) plot(lw1,c) plot(lw2,m)plot(gw1,k)plot(gw2,g) title(LSL,RLS与LMS的权系数对比图(单次) legend(LSLw1,LSLw2,RLSw1,RLSw2,LMSw1,LMSw2,0) xlabel(迭代次数n) ylabel(权系数w) shg figure(2) plot(mw1,r) hold onplot(mw2,b) plot(lmww1,c)plot(lmww2,m)plot(gmw1,k)plot(gmw2,g) title(LSL,RLS与LMS的权系数对比图(100次平均) legend(LSLw1,LSLw2,RLSw1,RLSw2,LMSw1,LMSw2,0) xl