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1、最小二乘RLS、最小均方LMS、最小二乘格型LSL三种算法mtlab代码clearallclcclosealla1=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);%%lslfork=1:Mv=randn(1,N);x(1)=v(1);x(2)=a1*x(1)+v(2);forn=3:Nx(n)=v(n)+a1*x(n-1)+a2*x(n-2);endeb=zeros(3,N);ef=zeros(3,N
2、);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;forn=2:NEb(1,n)=Ef(1,n-1)+x(n).^2;Ef(1,n)=Eb(1,n);form=1:2D(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)-(
3、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);endw1(n)
4、=kb(2,n)-kf(2,n)*kb(3,n);w2(n)=kb(3,n);ee(n)=eb(3,n)^2+ef(3,n)^2;endsum1=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
5、,N);g1=zeros(1,N);g2=zeros(1,N);la=0.9777;u1=0.002;%收敛步长forr=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);fori=3:Nx(i)=a1*x(
6、i-1)+a2*x(i-2)+v(i);endfori=3:Nu(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
7、(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
8、-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-
