function LMSADF %Program to illustrate adaptive filtering using the LMS algorithms % % % % X delayed input data vector Y measured

signal W coefficient vector E enhanced signal

N=30; % filter length M=0; % delay w0=1; % initial value for adaptive filter coefficients SF=2048; % factor for reducing the data samples - 11 bit ADC assumed mu=0.04; X = zeros(N,1); delay = zeros(1,M+1); W = w0*ones(N,1); in = fopen('ADF.dat','r'); %read input data from specified data file Y = fscanf(in,'%g',inf)/SF; fclose(in); if w0==0 sf = SF; % scaling factor for display else sf = SF/N/w0; end for i=1:length(Y) if M>0 delay(2:M+1) = delay(1:M); % shift data for delay end delay(1) = Y(i); X(2:N) = X(1:N-1); % update buffer X(1) = delay(M+1); E(i) = Y(i)-W'*X; % the enhanced signal W = W + 2*mu*E(i)*X; % update the weights end subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal'); subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal'); ==================================================== function UDUADF % program to illustrate adaptive filtering using % the RLS algorithm via the UDU factorization % X delayed input data vector % Y measured signal % W coefficient vector

% E enhanced signal clear all; N = 30; % filter length M = 1; % delay npt = N*(N+1)/2; SF = 2048; % 12-bit ADC scaling p0 = 0.05; w0 = 1; gamma = 0.98; RemoveMean = 0; % 1 - remove the mean from the data, 0 - otherwise delay = zeros(1,M); U=zeros(1,npt); U(1)=p0; W = w0*ones(N,1); X = zeros(N,1); for i=1:N-1 ik=(i*(i+1)-2)/2+1; U(ik)=p0; end if w0==0 sf = SF; % scaling factor for display else sf = SF/N/w0; end in = fopen('ADF.dat','r'); %read input data from specified data file Y = fscanf(in,'%g',inf)/SF; fclose(in); if RemoveMean % remove the mean from the data if required Y = Y - sum(Y)/length(Y); end for i=1:length(Y) if M>0 delay(2:M+1) = delay(1:M); % shift input data in delay registers end delay(1) = Y(i); X(2:N) = X(1:N-1); % update buffer X(1) = delay(M+1); E(i) = Y(i) - X'*W; % the enhanced signal W = uduflt(W,X,U,E(i),gamma ,N);

end subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal'); subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal'); ==========================================

function w=uduflt(w,x,u,ek,gamma,N)

% udu algorithm - a numerically stable form of % the recursive least squares algorithm % % inputs: % x() input vector % dn latest input data value % w() coefficient vector % u() vector containing elements of U and D % % outputs: % en error signal % yn digital filter output % w() updated coefficient vector % u() updated elements of U and D % sf = 1/gamma; m=1; % update the UD elements v=zeros(1,N); v(1)=x(1); for j=2:N v(j)=x(j); for k=1:j-1 m=m+1; v(j)=v(j)+u(m)*x(k); end m=m+1; b(j)=u(m)*v(j); end b(1)=u(1)*x(1); alpha=gamma+b(1)*v(1); delta=1/alpha; u(1)=u(1)*delta; m=1; for j=2:N beta1=alpha; alpha=alpha+b(j)*v(j); p=-v(j)*delta;

delta=1/alpha; for k=1:j-1 m=m+1; beta=u(m); u(m)=beta+b(k)*p; b(k)=b(k)+b(j)*beta; end m=m+1; u(m)=u(m)*beta1*delta*sf; end perr=ek/alpha; for j=1:N % update the weights w(j)=w(j)+b(j)*perr; end ============================================ function SQRTADF % program to illustrate adaptive filtering using % the square root RLS algorithm % % % % X delayed input data vector Y measured signal W coefficient vector E enhanced signal

N = 30; % filter length M = 1; % delay npt = N*(N+1)/2; SF = 2048; % 12-bit ADC scaling p0 = 0.05; w0 = 1; gamma = 0.98; RemoveMean = 0; % 1 - remove the mean from the data, 0 - otherwise delay = zeros(1,M); W = w0*ones(N,1); X = zeros(N,1); S = zeros(1,npt); S(1)=p0; for i=1:N-1 ik=(i*(i+1)-2)/2+1; S(ik)=p0; end if w0==0 sf = SF; % scaling factor for display

else sf = SF/N/w0; end in = fopen('ADF.dat','r'); %read input data from specified data file Y = fscanf(in,'%g',inf)/SF; fclose(in); if RemoveMean % remove the mean from the data if required Y = Y - sum(Y)/length(Y); end for i=1:length(Y) if M>0 delay(2:M+1) = delay(1:M); % shift input data in delay registers end delay(1) = Y(i); X(2:N) = X(1:N-1); % update buffer X(1) = delay(M+1); E(i) = Y(i) - X'*W; % the enhanced signal W = sqrtflt(W,X,E(i),S,gamma,N); end subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal'); subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal'); ================================================== function w=sqrtflt(w,x,perr,s,gamma,N) % % % % A simple square root RLS adaptive filter For details, see: Digital Signal Processing: A Practical Approach E C Ifeachor and B W Jervis, Pearson, 2002

forgt=sqrt(gamma); sig=forgt; sigsq=forgt*forgt; ij=1; ji=1; for j=2:N fj=0.0; for i=1:j-1 ji=ji+1; fj=fj+s(ji)*x(i); end a=sig/forgt;

b=fj/sigsq; sigsq=sigsq+fj*fj; sig=sqrt(sigsq); a=a/sig; g(j)=s(ji)*fj; s(ji)=a*s(ji); for i=1:j-1 ij=ij+1; sqp=s(ij); s(ij)=a*(sqp-b*g(i)); g(i)=g(i)+sqp*fj; end ij=ij+1; end w = w + g'*perr/sigsq; ============================= function RLSadf % program to illustrate adaptive filtering using % the RLS algorithm % % % % X delayed input signal Y measured signal W coefficient vector E enhanced signal

N = 30; % filter length M = 1; % stages of delay SF = 2048; % 12-bit ADC scaling p0 = 0.05; w0 = 100; gamma = 0.98; RemoveMean = 0; % 1 to remove the mean, 0 otherwise W = w0*ones(N,1); % adaptive filter weights X = zeros(N,1); delay = zeros(1,M+1); P = p0*diag(ones(1,N),0); if w0==0 sf = SF; % scaling factor for display else sf = SF/N/w0; end in = fopen('ADF.dat','r'); %read input data from specified data file Y = fscanf(in,'%g',inf)/SF; fclose(in);

if RemoveMean % remove the mean from the data if required Y = Y - sum(Y)/length(Y); end for i=1:length(Y) if M>0 delay(2:M+1) = delay(1:M); % shift input data in delay registers end delay(1) = Y(i); X(2:N) = X(1:N-1); % update buffer X(1) = delay(M+1); E(i) = Y(i) - X'*W; % the enhanced signal G = P*X/(gamma + X'*P*X); P = (P - G*X'*P)/gamma; W = W + G*E(i); % update the weights end subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal'); subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal');