RLSCanceller.h

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#ifndef RLSCANCELLER_H
#define RLSCANCELLER_H

#include "LSSOFilter.h"
#include "VecMat.h"

namespace gplib
  {

    /** \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