AMRLSCanceller.cpp

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#include "AMRLSCanceller.h"
#include <algorithm>

namespace ublas = boost::numeric::ublas;

namespace gplib
  {

    const double maxlambda = 1.0 - 1e-6;

    AMRLSCanceller::AMRLSCanceller(const int inputsize, const double MyDelta,
        const double MyLambda, const double MyAlpha) :
      RLSCanceller(inputsize, MyDelta, MyLambda), Lambdaplus(maxlambda),
          Lambdaminus(MyLambda / 2.0), S(inputsize, inputsize), Psi(inputsize),
          Alpha(MyAlpha), factor1(inputsize, inputsize), factor2(inputsize,
              inputsize), I(inputsize)
      {
        std::fill_n(S.data().begin(), inputsize * inputsize, 0.0);
        std::fill_n(Psi.begin(), inputsize, 0.0);
      }

    AMRLSCanceller::~AMRLSCanceller()
      {
      }

    void AMRLSCanceller::AdaptFilter(const gplib::rvec &Input,
        const gplib::rvec &Desired)
      {
        RLSCanceller::AdaptFilter(Input, Desired);
        SetLambda(GetLambda() + Alpha * GetEpsilon()(0) * prec_inner_prod(Psi,
            Input));
        SetLambda(std::min(GetLambda(), Lambdaplus));
        SetLambda(std::max(GetLambda(), Lambdaminus));

        factor1 = I - ublas::outer_prod(GetK(), Input);
        factor2 = I - ublas::outer_prod(Input, GetK());
        rmat temp1(ublas::prec_prod(factor1, S));
        S = ublas::prec_prod(temp1, factor2);
        S += ublas::outer_prod(GetK(), GetK());
        S -= GetP();
        S /= GetLambda();

        Psi = prec_prod(factor1, Psi) + prec_prod(S, Input) * GetEpsilon()(0);
      }

  }