www.pudn.com > adaptivefiltering.rar > run_lms_pred.m

function run_lms_pred(rp) 
 
% rp is a structure of run parameters with elements 
%	Niter, Ndata, mult, verbose, alpha, a, var_v 
%  rp is created with the program makerp.m 
 
% Computer Experiment 
% Section 9.6, Adaptive Filter Theory, 3rd edition 
% First-order prediction 
 
seed    = 0:(rp.Nruns-1); 
rp.decay= 0; 
Npred   = rp.Ndata; 
E       = zeros(Npred, rp.Nruns); 
WX      = zeros(Npred, rp.Nruns); 
Xi0     = 0; 
 
for iter = 1:rp.Nruns, 
  randn('seed', seed(iter)); 
  Xi = filter(1, [1 rp.a], [Xi0 ; sqrt(rp.var_v)*randn(rp.mult*rp.Ndata, 1)]); 
  disp(['run # ' num2str(iter)]); 
  disp(['  covariance of AR process = ' num2str(cov(Xi))]);% 
  Xi = Xi(((rp.mult-1)*rp.Ndata + 2):(rp.mult*rp.Ndata+1)); 
  lms_AR_pred; 
  E(:,  iter) = e; 
  Wx(:, iter) = Wo'; 
end; 
 
eval(['save ' rp.rname ' E Wx Xi rp'])