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% Adaptive Filter Theory 5e Solution Manual

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%
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% Chapter 7
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% Question 10
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% Parts a), b), and c)
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%
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% Program written to run on MATLAB 2010a (R)
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%
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% By Kelvin Hall
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% July 2, 2014
%
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clear
clc
numberOfDatapoints=100; % try 300 to get a better picture of the process
numberOfRuns=100; % The number of monteCarlo runs necissary for part d)
aOne=0.1;
%AR paramter
aTwo=-0.8;
%AR paramter as per textbook description
NoiseVariance=0.28;% The Noise variance found through part A of the problem
NoiseStandardDeviation=sqrt(NoiseVariance);
mu=0.2;
delta=[0.5,0.25,0.75];
u=zeros(numberOfDatapoints+3,1);
f=zeros(numberOfDatapoints+3,1);

% Allocate memory for input data stream

% Allocate memory for error between
% prediction and resutls
epsilonOne=zeros(numberOfDatapoints+3,1);% Allocate memory for error
% between found weight and AR paramter 1
epsilonTwo=zeros(numberOfDatapoints+3,1);% Allocate memory for error
% between found weight and AR paramter 2
J=zeros(numberOfDatapoints+3,1);% allocate memory for theoretical error
weights=zeros(2,numberOfDatapoints+3); % allocate memory for weights
for ell=1:3
stream = RandStream('mt19937ar','Seed',2); % seed the random number
RandStream.setDefaultStream(stream);
% generator for reproducable
% results
g=zeros(numberOfDatapoints+3,1);% allocate memory for squared-averaged error
for k=1:numberOfRuns % increment through the monte carlo runs of the problem
W=zeros(2,numberOfDatapoints+3);
% reset the weights to zero between
% each montecarlo run
for n=3:numberOfDatapoints+3
u(n)=aOne*u(n-1)+aTwo*u(n-2)+randn(1)*NoiseStandardDeviation;
% create a new piece of input data to the filter
f(n)=u(n)-W(1,n-1)*u(n-1)-W(2,n-1)*u(n-2);
% Caluclate error between desired result and predicted results
W(:,n)=W(:,n-1)+(mu/(delta(ell)+u(n-1)^2+u(n-2)^2)*([u(n-1);u(n-2)]*f(n)
));
%update the weights as per LMS
e(:,n)=W(:,n)-[u(n-1);u(n-2)];
end
g=g+f.^2;

% accumulate squared error of estimation

end
g=g/numberOfRuns; % accumulate squared error of estimation

index=1:numberOfDatapoints+3; %the x axis of the plot

subplot(3,3,1+(ell-1)*3)
plot(index,W(1,:))
xlim([0 numberOfDatapoints+3])
ylim([-0.1, 0.5])
str=sprintf('error in tap weight 1 estimate for delta = %.2f',delta(ell));
title(str)
xlabel('Iterations')
ylabel('error between weight and AR paramter')
subplot(3,3,2+(ell-1)*3)
plot(index,W(2,:))
xlim([0 numberOfDatapoints+3])
str=sprintf('error in tap weight 2 estimate for delta = %.2f',delta(ell));
title(str)
xlabel('Iterations')
ylabel('error between weight and AR paramter')
subplot(3,3,3+(ell-1)*3)
plot(index,g(1:numberOfDatapoints+3))
xlim([0 numberOfDatapoints+3])
ylim([0 1])
xlabel('Number of iterations')
ylabel('Squared Error')
str=sprintf('Plot of Normalized LMS learning curve with delta =%.2f',delta(ell))
;
title(str);
end