确定滤波器阶数 估计协方差矩阵 R
v2
P=32; N Re=zeros(1,P); 1 rxy (k ) = ∑+1 x(n)y* (n k ) , k ≥ 0 N k n=k for i=1:P k = i-1 ifor j=1:M n = j+i-1 j+iif j+i-1<M Re(1,i)=v2(1,j)*v2(1,j+i-1)'/(M-i+1)+Re(1,i); end end end R=toeplitz(Re.');8
rx (0) rx* (1) L rx* ( p 1) rx (1) rx (0) L rx* ( p 2) Rx = M M M rx (0) rx ( p 1) rx ( p 2) L