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

#include <RLSCanceller.h>

Inheritance diagram for gplib::RLSCanceller:

Public Member Functions
void	SetLambda (const double Mylambda)
	Set the forgetting factor $\lambda$ , usually $\lambda \ll 1$ . More...

double	GetLambda ()
	Get the current forgetting factor. More...

void	SetDelta (const double Mydelta)
	Set the regularization factor. More...

double	GetDelta ()

virtual void	AdaptFilter (const gplib::rvec &Input, const gplib::rvec &Desired)
	Adapt the filter weights given the Input and Desired vectors. More...

	RLSCanceller (const int inputsize)

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

virtual	~RLSCanceller ()

Public Member Functions inherited from gplib::LSSOFilter
virtual void	CalcOutput (const gplib::rvec &Input, gplib::rvec &Output)
	The way to calculate the output is the same for all single output filters, we implement it here. More...

double	CalcOutput (const gplib::rvec &Input)
	For single channel output we can also just return the output as a double. More...

const gplib::rvec &	GetWeights ()
	Return the current set of weights. More...

virtual const gplib::rvec &	GetWeightsAsVector ()
	Implement the abstract function from adaptive filter, in this case just another name for GetWeights. More...

virtual void	PrintWeights (std::ostream &output)
	Print the weights to output stream. More...

	LSSOFilter (const int filterlength)
	The constructor only needs the filter length, outputsize for Adaptive filter is 1. More...

virtual	~LSSOFilter ()

Public Member Functions inherited from gplib::AdaptiveFilter
const gplib::rvec &	GetFilterOutput () const
	Access to the last calculated output (not sure if needed) More...

const gplib::rvec &	GetEpsilon () const
	Return the last estimation error. More...

	AdaptiveFilter (const int inputsize, const int outputsize)
	The constructor needs to know the length of the input and output vectors for memory allocation. More...

virtual	~AdaptiveFilter ()

Protected Member Functions
const gplib::rmat &	GetP ()

const gplib::rvec &	GetPi ()

const gplib::rvec &	GetK ()

Protected Member Functions inherited from gplib::LSSOFilter
gplib::rvec &	SetWeights ()

Protected Member Functions inherited from gplib::AdaptiveFilter
unsigned int	GetInputLength ()
	Access function for derived classes for the inputlength. More...

unsigned int	GetOutputLength ()
	Access function for derived classes for the outputlength. More...

void	SetEpsilon (const gplib::rvec &MyEps)
	Possibility for derived classes to set estimation error. More...

void	SetOutput (const gplib::rvec &Out)
	Possibility for derived classes to set output. More...