RLSCanceller Class Reference
[Signal processing methods]

Implements a recursive least-squares adaptive filter, as described in Haykin, p. 443. More...

#include <RLSCanceller.h>

Inheritance diagram for RLSCanceller:

Inheritance graph
[legend]

List of all members.

Public Member Functions

void SetLambda (const double Mylambda)
 Set the forgetting factor $ \lambda $, usually $ \lambda \ll 1 $.
double GetLambda ()
 Get the current forgetting factor.
void SetDelta (const double Mydelta)
 Set the regularization factor.
double GetDelta ()
virtual void AdaptFilter (const gplib::rvec &Input, const gplib::rvec &Desired)
 Adapt the filter weights given the Input and Desired vectors.
 RLSCanceller (const int inputsize)
 RLSCanceller (const int inputsize, const double MyDelta, const double MyLambda)
virtual ~RLSCanceller ()

Protected Member Functions

const gplib::rmat & GetP ()
const gplib::rvec & GetPi ()
const gplib::rvec & GetK ()


Detailed Description

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.

Definition at line 14 of file RLSCanceller.h.


Constructor & Destructor Documentation

RLSCanceller::RLSCanceller ( const int  inputsize  ) 

Definition at line 9 of file RLSCanceller.cpp.

RLSCanceller::RLSCanceller ( const int  inputsize,
const double  MyDelta,
const double  MyLambda 
)

Definition at line 20 of file RLSCanceller.cpp.

RLSCanceller::~RLSCanceller (  )  [virtual]

Definition at line 31 of file RLSCanceller.cpp.


Member Function Documentation

void RLSCanceller::AdaptFilter ( const gplib::rvec &  Input,
const gplib::rvec &  Desired 
) [virtual]

Adapt the filter weights given the Input and Desired vectors.

Implements AdaptiveFilter.

Reimplemented in AMRLSCanceller.

Definition at line 37 of file RLSCanceller.cpp.

References AdaptiveFilter::GetEpsilon(), AdaptiveFilter::GetFilterOutput(), and AdaptiveFilter::SetEpsilon().

double RLSCanceller::GetDelta (  )  [inline]

Definition at line 51 of file RLSCanceller.h.

const gplib::rvec& RLSCanceller::GetK (  )  [inline, protected]

Definition at line 31 of file RLSCanceller.h.

Referenced by AMRLSCanceller::AdaptFilter().

double RLSCanceller::GetLambda (  )  [inline]

Get the current forgetting factor.

Definition at line 42 of file RLSCanceller.h.

Referenced by AMRLSCanceller::AdaptFilter().

const gplib::rmat& RLSCanceller::GetP (  )  [inline, protected]

Definition at line 23 of file RLSCanceller.h.

Referenced by AMRLSCanceller::AdaptFilter().

const gplib::rvec& RLSCanceller::GetPi (  )  [inline, protected]

Definition at line 27 of file RLSCanceller.h.

void RLSCanceller::SetDelta ( const double  Mydelta  )  [inline]

Set the regularization factor.

Definition at line 47 of file RLSCanceller.h.

void RLSCanceller::SetLambda ( const double  Mylambda  )  [inline]

Set the forgetting factor $ \lambda $, usually $ \lambda \ll 1 $.

Definition at line 37 of file RLSCanceller.h.

Referenced by AMRLSCanceller::AdaptFilter().


The documentation for this class was generated from the following files:

Generated on Tue Aug 4 16:04:21 2009 for GPLIB++ by  doxygen 1.5.8