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System Identification Using RLS Adaptive Filtering

This example shows how to use a recursive least-squares (RLS) filter to identify an unknown system modeled with a lowpass FIR filter. Transfer function estimation is used to compare the frequency response of the unknown and estimated systems. This example allows you to dynamically tune key simulation parameters using a user interface (UI). The example also shows you how to use MATLAB Coder to generate code for the algorithm and accelerate the speed of its execution.

Required MathWorks™ products:

  • DSP System Toolbox™

Optional MathWorks™ products:

  • MATLAB Coder™ for generating C code from the MATLAB simuation

  • Simulink (TM) for executing the Simulink version of the example

Introduction

Adaptive system identification is one of the main applications of adaptive filtering. This example showcases system identification using an RLS filter. The example's workflow is depicted below:

The unknown system is modeled by a lowpass FIR filter. The same input is fed to the FIR and RLS filters. The desired signal is the output of the unidentified system. The estimated weights of the RLS filter therefore converges to the coefficients of the FIR filter. The input signal and the output signals of the unknown and estimated systems are passed to a transfer function estimator. The desired and estimated frequency transfer functions are then visualized on a scope. The learning curve of the RLS filter (the plot of the mean square error (MSE) of the filter versus time) is also visualized.

Tunable FIR Filter

The lowpass FIR filter used in this example is modeled using a dsp.VariableBandwidthFIRFilterdsp.VariableBandwidthFIRFilter System object. This object allows you to tune the filter's cutoff frequency while preserving the FIR structure. Tuning is achieved by multiplying each filter coefficient by a factor proportional to the current and desired cutoff frequencies. For more information on this object, type help dsp.VariableBandwidthFIRFilterhelp dsp.VariableBandwidthFIRFilter.

MATLAB Simulation

HelperRLSFilterSystemIdentificationSimHelperRLSFilterSystemIdentificationSim is the function containing the algorithm's implementation. It instantiates, initializes and steps through the objects forming the algorithm.

The function HelperRLSFilterSystemIdentificationHelperRLSFilterSystemIdentification wraps around HelperRLSFilterSystemIdentificationSimHelperRLSFilterSystemIdentificationSim and iteratively calls it, providing continuous adapting to the unidentified FIR system. It also plots the following:

  1. The desired versus estimated frequency transfer functions.

  2. The learning curve of the RLS filter.

Plotting occurs when the 'plotResults' input to the function is 'true'.

Execute HelperRLSFilterSystemIdentificationExecute HelperRLSFilterSystemIdentification to run the simulation and plot the results on scopes. Note that the simulation runs for as long as the user does not explicitly stop it.

The plots below are the output of running the above simulation for 100 time-steps:

The fast convergence of the RLS filter towards the FIR filter can be seen through the above plots.

HelperRLSFilterSystemIdentification launches a User Interface (UI) designed to interact with the simulation. The UI allows you to tune parameters and the results are reflected in the simulation instantly. For example, moving the slider for the 'Cutoff Frequency' to the right while the simulation is running, increases the FIR filter's cutoff frequency. Similarly, moving the slider for the 'RLS Forgetting Factor' tunes the forgetting factor of the RLS filter. The plots reflects your changes as you tune these parameters. For more information on the UI, please refer to HelperCreateParamTuningUIHelperCreateParamTuningUI.

There are also two buttons on the UI - the 'Reset' button resets the states of the RLS and FIR filters to their initial values, and 'Stop simulation' ends the simulation. If you tune the RLS filter's forgetting factor to a value that is too low, you will notice that the RLS filter fails to converge to the desired solution, as expected. You can restore convergence by first increasing the forgetting factor to an acceptable value, and then clicking the 'Reset' button. The interaction between the UI and the simulation is performed using UDP. Using UDP enables the UI to control either the simulation or, optionally, a MEX-file (or standalone executable) generated from the simulation code as detailed below. If you have a MIDI controller, it is possible to synchronize it with the UI. You can do this by choosing a MIDI control in the dialog that is opened when you right-click on the sliders or buttons and select "Synchronize" from the context menu. The chosen MIDI control then works in accordance with the slider/button so that operating one control is tracked by the other.

Generating the MEX-File

MATLAB Coder can be used to generate C code for the function HelperRLSFilterSystemIdentificationSimHelperRLSFilterSystemIdentificationSim as well. In order to generate a MEX-file for your platform, execute the following:

currDir = pwd;  % Store the current directory address
mexDir   = [tempdir 'RLSFilterSystemIdentificationExampleMEXDir']; % Name of
% temporary directory
if ~exist(mexDir,'dir')
    mkdir(mexDir);       % Create temporary directory
end
cd(mexDir);          % Change directory

codegen('HelperRLSFilterSystemIdentificationSim', ...
        '-o','HelperRLSFilterSystemIdentificationSimMEX');

By calling the wrapper function HelperRLSFilterSystemIdentificationHelperRLSFilterSystemIdentification with 'true' as an argument, the generated MEX-file HelperRLSFilterSystemIdentificationSimMEX can be used instead of HelperRLSFilterSystemIdentificationSim for the simulation. In this scenario, the UI is still running inside the MATLAB environment, but the main processing algorithm is being performed by a MEX-file. Performance is improved in this mode without compromising the ability to tune parameters.

Click hereClick here to call HelperRLSFilterSystemIdentification with 'true' as argument to use the MEX-file for simulation. Again, the simulation runs till the user explicitly stops it from the UI.

Simulation Versus MEX Speed Comparison

Creating MEX-Files often helps achieve faster run-times for simulations. In order to measure the performance improvement, let's first time the execution of the algoriothm in MATLAB without any plotting:

clear HelperRLSFilterSystemIdentificationSim
disp('Running the MATLAB code...')
tic
nTimeSteps = 100;
for ind = 1:nTimeSteps
     HelperRLSFilterSystemIdentificationSim();
end
tMATLAB = toc;
Running the MATLAB code...

Now let's time the run of the corresponding MEX-file and display the results:

clear HelperRLSFilterSystemIdentificationSim
disp('Running the MEX-File...')
tic
for ind = 1:nTimeSteps
    HelperRLSFilterSystemIdentificationSimMEX();
end
tMEX = toc;

disp('RESULTS:')
disp(['Time taken to run the MATLAB System object: ', num2str(tMATLAB),...
     ' seconds']);
disp(['Time taken to run the MEX-File: ', num2str(tMEX), ' seconds']);
disp(['Speed-up by a factor of ', num2str(tMATLAB/tMEX),...
    ' is achieved by creating the MEX-File']);
Running the MEX-File...
RESULTS:
Time taken to run the MATLAB System object: 24.2194 seconds
Time taken to run the MEX-File: 0.70205 seconds
Speed-up by a factor of 34.4982 is achieved by creating the MEX-File

Clean up Generated Files

The temperory directory previously created can be deleted through:

cd(currDir);
clear HelperRLSFilterSystemIdentificationSimMEX;
rmdir(mexDir, 's');

Simulink Version

rlsfiltersystemidentificationrlsfiltersystemidentification is a Simulink model that implements the RLS System identification example highlighted in the previous sections.

In this model, the lowpass FIR filter is modeled using the dsp.VariableBandwidthFIRFilterdsp.VariableBandwidthFIRFilter System object used inside a MATLAB System block. Transfer function estimation is performed using the Discrete Transfer Function Estimator block.

Execute hCreateRLSSystemIdentificationUIExecute hCreateRLSSystemIdentificationUI to launch the UI designed to interact with the Simulink model. You can also launch the UI by clicking the 'Launch Parameter Tuning UI' link on the model. You can use the UI to tune the cutoff frequency of the FIR filter and the forgetting factor of the RLS filter. You can additionally reset the states of the filters by clicking the Reset botton of the UI. You can terminate the simulation by clicking the Stop button of the UI.

The model generates code when it is simulated. Therefore, it must be executed from a folder with write permissions.

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