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Rls Filter
Rls Filter
Input:lamda=forgettingfactorN=lengthofweight(filterorder)delta=initialvaluey_t=signal+noise(originallength)x_t=
noise(originallength)
a = y_t(k) - x_N' * w;
g = (p * x_N) / (lamda + x_N' * p * x_N);
p = (1 / lamda) * p - (1 / lamda) * g * x_N' * p;
w = w + a * g;
e = y_t(k) - x_N' * w;
output(k) = e;
end
end
PublishedwithMATLABR2017b