% RLS Algorithm
randn('seed', 0) ;
rand('seed', 0) ;
NoOfData = 8000 ; % Set no of data points used for training
Order = 32 ; % Set the adaptive filter order
Lambda = 0.98 ; % Set the forgetting factor
Delta = 0.001 ; % R initialized to Delta*I
x = randn(NoOfData, 1) ;% Input assumed to be white
h = rand(Order, 1) ; % System picked randomly
d = filter(h, 1, x) ; % Generate output (desired signal)
% Initialize RLS
P = Delta * eye ( Order, Order ) ;
w = zeros ( Order, 1 ) ;
% RLS Adaptation
for n = Order : NoOfData ;
u = x(n:-1:n-Order+1) ;
pi_ = u' * P ;
k = Lambda + pi_ * u ;
K = pi_'/k;
e(n) = d(n) - w' * u ;
w = w + K * e(n) ;
PPrime = K * pi_ ;
P = ( P - PPrime ) / Lambda ;
w_err(n) = norm(h - w) ;
end ;
% Plot results
figure ;
plot(20*log10(abs(e))) ;
title('Learning Curve') ;
xlabel('Iteration Number') ;
ylabel('Output Estimation Error in dB') ;
figure ;
