Scribd
Upload
40 views2 pages

lms2 Word

This document describes an algorithm to perform least mean squares (LMS) filtering on a noisy time series signal to estimate the underlying noiseless signal. It generates a noisy sine wave time series, initializes the LMS filter weights randomly, and iteratively updates the weights over time based on the error between predictions and the actual signal to minimize the mean squared error. It then plots the learned weights over time, the original noisy signal, filtered signal, and error between the two.

Uploaded by

seethu19
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
40 views2 pages

lms2 Word

This document describes an algorithm to perform least mean squares (LMS) filtering on a noisy time series signal to estimate the underlying noiseless signal. It generates a noisy sine wave time series, initializes the LMS filter weights randomly, and iteratively updates the weights over time based on the error between predictions and the actual signal to minimize the mean squared error. It then plots the learned weights over time, the original noisy signal, filtered signal, and error between the two.

Uploaded by

seethu19
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
You are on page 1/ 2

Lms algorithm

clear all
% generate a time series y(n) = sin(2*pi*n*w0+phi)
+epsilon(n)
N=input('length of sequence N =
');randn('seed',sum(100*clock));
w0=0.001; phi=0.1;
d=sin(2*pi*[1:N+2]*w0+phi);
y=d+randn(1,N+2)*0.2;
x=[y(1:N);y(2:N+1);y(3:N+2)];
randn('seed',sum(100*clock)); w=[randn(3,1)
zeros(3,N)]; % 3 x N+1
eta=input('eta = ');
for i=1:N,
e(i)=d(i)-w(:,i)'*x(:,i);
w(:,i+1)=w(:,i)+eta*e(i)*x(:,i);
end
yd=sum(w(:,1:N).*x); % 1 by N, output of LMS filter
ax=[1:N]; bx=[3:N+2];
clf, figure(1)
subplot(221),plot(ax,w(1,ax+1)),ylabel('w0')
subplot(222),plot(ax,w(2,ax+1)),ylabel('w1')
subplot(223),plot(ax,w(3,ax+1)),ylabel('w2')
subplot(224),plot([1:N],e),ylabel('error')
figure(2)
subplot(311),plot(ax,y(bx),'.g',ax,d(bx),'r-','linewidt
h',2),ylabel('noisy y')
title('noiseless output (red), noisy output (1),
filtered output (2), and error')
axis1=axis;
subplot(312),plot(ax,yd,'.g',ax,d(bx),'r-','linewidth',
2),ylabel('filtered y'),axis(axis1);
subplot(313),plot(ax,abs(y(bx)-d(bx)),'g:',ax,abs(yd-
d(bx)),'r-')
legend('original noise','filtered noise')

You might also like