Extrapolation of a sinusoidal signal Using Least Mean Square (LMS)
The code is quite similar to the code that I submitted for mackey glass series prediction (https://www.mathworks.com/matlabcentral/fileexchange/61017-mackey-glass-time-series-prediction-using-least-mean-square--lms-). The main difference is that in testing phase it utilizes the output generated by the filter itself (feedback) to predict next outcome. In this way you can generate data for N future values.
Cite As
Shujaat Khan (2024). Extrapolation of a sinusoidal signal Using Least Mean Square (LMS) (https://www.mathworks.com/matlabcentral/fileexchange/61174-extrapolation-of-a-sinusoidal-signal-using-least-mean-square-lms), MATLAB Central File Exchange. Retrieved .
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- Signal Processing > Signal Processing Toolbox > Digital and Analog Filters > Digital Filter Design > Adaptive Filters >
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Acknowledgements
Inspired by: Mackey Glass Time Series Prediction Using Least Mean Square, Mackey Glass Time Series Prediction Using Fractional Least Mean Square (FLMS)
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