Simulations Assignments

Simulation (Homework 6: Question 4)

Simulate RLS algorithm and compare its performance with LMS and NLMS.


- From the error plots and error covariance, we cannot conclusively say that one particular algorithm is better than others.
- Error in LMS prediction is smaller but if we consider whiteness of error, then error in RLS is quite white.
- Convergence of weight in RLS appears to be faster than LMS if compared with similar results for LMS.