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Reduced Least Squares Adaptive Filter

Sambit Paul edited this page Dec 2, 2023 · 3 revisions
The examples provided here use a sinusoid signal mixed with Gaussian noise.

Reduced Least Squares Adaptive Filter

rls

The parameters for this filter are as follows:

  • Learning Rate (mu) ⇨ 0.5 [The learning rate to determine how fast the adaptive filter updates the filter weights]
  • Initialisation Value (eps) ⇨ 0.25
  • Length ⇨ 20 [Number of taps in the filter]
Code
double mu = 0.5;
double eps = 0.25;
int length = 20;

RLS filt1 = new RLS(length, mu, eps, RLS.WeightsFillMethod.ZEROS); // Initialising weights to zero
filt1.filter(desired, signal); // Weights are adapted so that the input signal can be modified to the desired signal
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