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- clear;
- % initial value
- mu = 0.1;
- W0 = [2;-2];
- N = 16.0;
- for k = 1: 500
- dk = 2*cos((2*pi*k)/N);
- Xk = [sin((2*pi*k)/N); sin((2*pi*(k-1))/N)];
- yk = Xk' * W0;
- ek = dk - yk;
- W1 = W0 + 2*mu*ek*Xk;
- W0 = W1;
- end
- disp(W1);
- % initial value
- mu_lambda = 0.1;
- t = 16;
- n = 2;
- alpha = 1.0/(2^(1.0/t));
- Q0 = 100 * eye(n,n);
- W0_ = [0;0];
- for k = 1: 1000
- dk = 2*cos((2*pi*k)/N);
- Xk = [sin((2*pi*k)/N); sin((2*pi*(k-1))/N)];
- yk = Xk' * W0_;
- ek = dk - yk;
- R0 = (1-alpha^(k+1))/(1-alpha) * Q0;
- W1_ = W0_ + 2*mu_lambda*ek*R0*Xk;
- W0_ = W1_;
- S = Q0*Xk;
- Q1 = (1.0/alpha)*(Q0 - (S*S')/(alpha+Xk' * S));
- R1 = (1-alpha^(k+1))/(1-alpha) * Q1;
- R0 = R1;
- Q0 = Q1;
- end
- disp(W1_);
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