使用Github上Eigen库计算自适应信号处理中维纳滤波算法

LMS算法是自适应信号处理中最常见的算法之一，Least Mean Square最小均方算法是自适应系统最常见的算法，利用Eigen库的线性代数便利计算，得到最小均方误差MSE，程序如下

/*The example of LMS algorithm for Adaptive Filtering
 *Least mean squares (LMS) algorithms are a class of adaptive filter 
 *used to mimic a desired filter by finding the filter coefficients 
 *that relate to producing the least mean square of the error signal 
 *(difference between the desired and the actual signal). It is a 
 *stochastic gradient descent method in that the filter is only 
 *adapted based on the error at the current time.
 *The basic idea behind LMS filter is to approach the optimum filter 
 *weights {\displaystyle (R^{-1}P)} (R^{-1}P), by updating the filter 
 *weights in a manner to converge to the optimum filter weight. This 
 *is based on the gradient descent algorithm. The algorithm starts by 
 *assuming small weights (zero in most cases) and, at each step, by 
 *finding the gradient of the