Recursive Least Squares Filter

版本 1.4.0.0 (4.9 KB) 作者: Ryan Fuller
Implementation of RLS filter for noise reduction.
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更新时间 2012/6/20

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[e,w]=RLSFilterIt(n,x,fs) is an implementation of the RLS filter for noise reduction. Argument n is the interference signal, while x is the desired signal corrupted by the noise interference. Argument fs is the sampling frequency of the inputs, n and x. Additionally, parameters e and w are the filtered signal and filter coefficients, respectively. The program follows the notation used in Haykin's 'Adaptive Filter Theory' from 2002.

The function includes a simple example that removes additive white noise from a sine tone, and the SNR of the tone to the noise can be adjusted to examine the performance of the filter. Input signals can also be provided.

The code is well commented, and I would appreciate any feedback and constructive criticism. Thanks

引用格式

Ryan Fuller (2024). Recursive Least Squares Filter (https://www.mathworks.com/matlabcentral/fileexchange/36858-recursive-least-squares-filter), MATLAB Central File Exchange. 检索来源 .

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RLSFilterIt/

版本 已发布 发行说明
1.4.0.0

Removed extra license file.
1.3.0.0

Updated file with description of function arguments and output parameters.
1.1.0.0

Included description of arguments.
1.0.0.0