FIR adaptive filter that uses householder (RLS)
ha = adaptfilt.hrls(l,lambda,sqrtinvcov,coeffs,states)
For information on how to run data through your adaptive filter object, see the Adaptive Filter Syntaxes section of the reference page for filter.
Entries in the following table describe the input arguments for adaptfilt.hrls.
Adaptive filter length (the number of coefficients or taps) and it must be a positive integer. l defaults to 10.
RLS forgetting factor. This is a scalar and should lie in the range (0, 1]. lambda defaults to 1 meaning the adaptation process retains infinite memory.
Square-root of the inverse of the sliding window input signal covariance matrix. This square matrix should be full-ranked.
Vector of initial filter coefficients. It must be a length l vector. coeffs defaults to being a length l vector of zeros.
Vector of initial filter states. It must be a length l-1 vector. states defaults to a length l-1 vector of zeros.
Since your adaptfilt.hrls filter is an object, it has properties that define its behavior in operation. Note that many of the properties are also input arguments for creating adaptfilt.hrls objects. To show you the properties that apply, this table lists and describes each property for the affine projection filter object.
Defines the adaptive filter algorithm the object uses during adaptation
Vector of elements
Vector containing the initial filter coefficients. It must be a length l vector where l is the number of filter coefficients. coeffs defaults to length l vector of zeros when you do not provide the argument for input.
Any positive integer
Reports the length of the filter, the number of coefficients or taps
RLS forgetting factor. This is a scalar and should lie in the range (0, 1]. Same as input argument lambda. It defaults to 1 meaning the adaptation process retains infinite memory.
Vector of size (l,1)
Empty when you construct the object, this gets populated after you run the filter.
false or true
Determine whether the filter states get restored to their starting values for each filtering operation. The starting values are the values in place when you create the filter if you have not changed the filter since you constructed it. PersistentMemory returns to zero any state that the filter changes during processing. Defaults to false.
Matrix of doubles
Square root of the inverse of the sliding window input signal covariance matrix. This square matrix should be full-ranked.
Vector of elements, data type double
Vector of the adaptive filter states. states defaults to a vector of zeros which has length equal to (l - 1).
Use 500 iterations of an adaptive filter object to identify a 32-coefficient FIR filter system. Both the example code and the resulting figure show the successful filter identification through adaptive filter processing.
x = randn(1,500); % Input to the filter b = fir1(31,0.5); % FIR system to be identified n = 0.1*randn(1,500); % Observation noise signal d = filter(b,1,x)+n; % Desired signal G0 = sqrt(10)*eye(32); % Initial sqrt correlation matrix inverse lam = 0.99; % RLS forgetting factor ha = adaptfilt.hrls(32,lam,G0); [y,e] = filter(ha,x,d); subplot(2,1,1); plot(1:500,[d;y;e]); title('System Identification of an FIR Filter'); legend('Desired','Output','Error'); xlabel('Time Index'); ylabel('Signal Value'); subplot(2,1,2); stem([b.',ha.Coefficients.']); legend('Actual','Estimated'); grid on; xlabel('Coefficient #'); ylabel('Coefficient Value');