%???Bilinear_RLS.m
%???????Implements?the?Bilinear?RLS?algorithm?for?REAL?valued?data.
%???????（Algorithm?11.3?-?book:?Adaptive?Filtering:?Algorithms?and?Practical
%????????????????????????????????????????????????????????Implementation?Diniz）
%??
%???Input?parameters:
%???????Nr?????:?members?of?ensemble.
%???????dim????:?iterations.
%???????Sx?????:?standard?deviation?of?input.
%???????Sn?????:?standard?deviation?of?measurement?noise.
%???????lambda?:?exponential?weighting?factor.
%??????
%???Output?parameters:
%???????MSE????:?mean-square?error.
%??
%???Authors:
%???????.?Guilherme?de?Oliveira?Pinto???-?guilhermepinto7@gmail.com?&?guilherme@lps.ufrj.br
%???????.?Markus?Vinícius?Santos?Lima???-?mvsl20@gmailcom???????????&?markus@lps.ufrj.br
%???????.?Wallace?Alves?Martins?????????-?wallace.wam@gmail.com?????&?wallace@lps.ufrj.br
%???????.?Luiz?Wagner?Pereira?Biscainho?-?cpneqs@gmail.com??????????&?wagner@lps.ufrj.br
%???????.?Paulo?Sergio?Ramirez?Diniz????-?????????????????????????????diniz@lps.ufrj.br
%


clear?all;		%?clear?memory


%?Input:?
Nr?????=?100;
dim????=?5e2;
Sx?????=?1;?
Sn?????=?1e-1;
lambda?=?0.98;


%?Body:
for?j=1:Nr
???n=Sn*randn（dim1）;????????%?noise?at?system?output???
???x=Sx*（randn（dim1））;?????????%?input?signal
???xl（1）=0;?xl（2:dim）=x（1:dim-1）;
???w=zeros（4dim）;???????????%?initial?coefficient?vector
???d=zeros（dim1）;
???yl（1）=0;?dl（1）=0;
???
???Sd=eye（4）;
???for?i=1:dim
??????d（i）=-.6*dl（i）+x（i）+.01*x（i）*dl（i）+.02*xl（i）*dl（i）+n（i）;?%?unknown?system?output?sample
??????uxl（:i）=[x（i）?dl（i）?x（i）*dl（i）?xl（i）*dl（i）]‘;?%?new?input?vector
??????elinha（i）=d（i）-w（:i）‘*uxl（:i）+n（i）;??????????%?error?sample
??????psi=Sd*uxl（:i）;
??????Sd=（1/lambda）*（Sd-（psi*psi‘）/（lambda+psi‘*uxl（:i）））;
??????w（:i+1）=w（:i）+elinha（i）*Sd*uxl（:i）;?????????%?new?coefficient?vector
??????y（i）=w（:i+1）‘*uxl（:i）;???????????????????????%?output?sample
??????yl（i+1）=yl（i）;
??????dl（i+1）=d（i）;
??????e（i）=d（i）-y（i）+n（i）;
???end
???mse（j:）=e.^2;
end

MSE=mean（mse）;


%?Output:
figure
plot（10*log10（MSE））;
title（‘Learning?Curve?for?MSE‘）;
xlabel（‘Number?of?iterations?k‘）;?ylabel（‘MSE?[dB]‘）;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-01-11?14:50??Nonlinear_Adaptive_Filters\
?????文件????????2133??2011-01-04?08:53??Nonlinear_Adaptive_Filters\Bilinear_RLS.m
?????文件????????2803??2011-01-04?08:54??Nonlinear_Adaptive_Filters\Complex_Radial_Basis_Function.m
?????文件????????2615??2011-01-04?08:54??Nonlinear_Adaptive_Filters\Multilayer_Perceptron.m
?????文件????????2637??2011-01-04?08:54??Nonlinear_Adaptive_Filters\Radial_Basis_Function.m
?????文件????????2089??2011-01-04?08:54??Nonlinear_Adaptive_Filters\Volterra_LMS.m
?????文件????????2106??2011-01-04?08:54??Nonlinear_Adaptive_Filters\Volterra_RLS.m
?????文件?????????134??2010-12-12?04:22??Nonlinear_Adaptive_Filters\sgd.m
?????文件?????????108??2010-12-12?04:22??Nonlinear_Adaptive_Filters\sgm.m