RLSCanceller.h

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#ifndef RLSCANCELLER_H
#define RLSCANCELLER_H

#include "LSSOFilter.h"
#include "VecMat.h"
namespace ublas = boost::numeric::ublas;

/** \addtogroup sigproc Signal processing methods */
/* @{ */
//! Implements a recursive least-squares adaptive filter, as described in Haykin, p. 443
/*! The RLS filter is a more eeffective, but computationally much more expensive version
 * of the LMS filter.
 */
class RLSCanceller : public LSSOFilter
  {
private:
  double delta;
  double lambda;
  gplib::rmat P;
  gplib::rvec pi;
  gplib::rvec k;
protected:
  const gplib::rmat &GetP()
    {
      return P;
    }
  const gplib::rvec &GetPi()
    {
      return pi;
    }
  const gplib::rvec &GetK()
    {
      return k;
    }
public:
  //! Set the forgetting factor \f$ \lambda \f$, usually \f$ \lambda \ll 1 \f$ 
  void SetLambda(const double Mylambda)
    {
      lambda = Mylambda;
    }
  //! Get the current forgetting factor
  double GetLambda()
    {
      return lambda;
    }
  //! Set the regularization factor
  void SetDelta(const double Mydelta)
    {
      delta = Mydelta;
    }
  double GetDelta()
    {
      return delta;
    }
  virtual void
      AdaptFilter(const gplib::rvec &Input, const gplib::rvec &Desired);
  RLSCanceller(const int inputsize);
      RLSCanceller(const int inputsize, const double MyDelta,
          const double MyLambda);
  virtual ~RLSCanceller();
  };
/* @} */
#endif // RLSCANCELLER_H

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