adaptfilt.

rls
Recursive least-squares FIR adaptive filter
Syntax
ha = adaptfilt.rls(l,lambda,invcov,coeffs,states)

Description
ha = adaptfilt.rls(l,lambda,invcov,coeffs,states) constructs an FIR direct form RLS adaptive filter ha.

For information on how to run data through your adaptive filter object, see the Adaptive Filter Syntaxes
section of the reference page for filter.

Input Arguments
Entries in the following table describe the input arguments for adaptfilt.rls.
Input Argument

Description

Adaptive filter length (the number of coefficients or taps) and it must be a

positive integer. l defaults to 10.

lambda

RLS forgetting factor. This is a scalar and should lie in the range (0, 1]. lambda
defaults to 1.

invcov

Inverse of the input signal covariance matrix. For best performance, you
should initialize this matrix to be a positive definite matrix.

coeffs

Vector of initial filter coefficients. it must be a length l vector. coeffs defaults

to length l vector with elements equal to zero.

states

Vector of initial filter states for the adaptive filter. It must be a length l-1 vector.
states defaults to a length l-1 vector of zeros.

Properties
Since your adaptfilt.rls filter is an object, it has properties that define its behavior in operation. Note that
many of the properties are also input arguments for creating adaptfilt.rls objects. To show you the
properties that apply, this table lists and describes each property for the filter object.
Name

Range

Description

Algorithm

None

Defines the adaptive filter algorithm the object uses

during adaptation.

Coefficients

Vector containing l
elements

Vector containing the initial filter coefficients. It must

be a length l vector where l is the number of filter
coefficients. coeffs defaults to length l vector of zeros
when you do not provide the argument for input.

FilterLength

Any positive integer Reports the length of the filter, the number of
coefficients or taps. Remember that filter length is filter
order + 1.

ForgettingFactor

Scalar

Forgetting factor of the adaptive filter. This is a scalar

ForgettingFactor

Scalar

Forgetting factor of the adaptive filter. This is a scalar

and should lie in the range (0, 1]. It defaults to 1.
Setting forgetting factor = 1 denotes infinite
memory while adapting to find the new filter. Note that
this is the lambda input argument.

InvCov

Matrix of size l-byl

Upper-triangular Cholesky (square root) factor of the

input covariance matrix. Initialize this matrix with a
positive definite upper triangular matrix.

KalmanGain

Vector of size (l,1)

Empty when you construct the object, this gets

populated after you run the filter.

PersistentMemory

false or true

Determine whether the filter states get restored to their

starting values for each filtering operation. The starting
values are the values in place when you create the
filter if you have not changed the filter since you
constructed it. PersistentMemory returns to zero any
state that the filter changes during processing.
Defaults to false.

States

Double array

Vector of the adaptive filter states. states defaults to a

vector of zeros which has length equal to (l +
projectord - 2).

Examples
System Identification of a 32-coefficient FIR filter over 500 adaptation iterations.

x = randn(1,500);
% Input to the filter
b = fir1(31,0.5);
% FIR system to be identified
n = 0.1*randn(1,500); % Observation noise signal
d = filter(b,1,x)+n; % Desired signal
P0 = 10*eye(32); % Initial sqrt correlation matrix inverse
lam = 0.99;
% RLS forgetting factor
ha = adaptfilt.rls(32,lam,P0);
[y,e] = filter(ha,x,d);
subplot(2,1,1); plot(1:500,[d;y;e]);
title('System Identification of an FIR Filter');
legend('Desired','Output','Error');
xlabel('Time Index'); ylabel('Signal Value');
subplot(2,1,2); stem([b.',ha.Coefficients.']);
legend('Actual','Estimated');
xlabel('Coefficient #'); ylabel('Coefficient valUe'); grid on;
In this example of adaptive filtering using the RLS algorithm to update the filter coefficients for each iteration,
the figure shown reveals the fidelity of the derived filter after adaptation.

See Also
adaptfilt.hrls | adaptfilt.hswrls | adaptfilt.qrdrls