This program is based on using normal influence diagrams as described in Kenley's doctoral dissertation (Kenley, Chapter 2) to perform optimal filtering and prediction for linear multistage processes ...
MATLAB is a software package produce by MathWorks to perform complex methods of analysis using simple code in fields ranging from finance, engineering and biomedical research. If you process your own ...
rho_max = max(eig(xn(1:M)*xn(1:M)')); % Maximum eigenvalue of input signal correlation matrix miu = 1/sqrt(2)*(1/rho_max); % 0 < mu < 1/rho [yn,Wopt,en] = classic_lms ...