python实现RLS滤波

def rls_NEW(x, d, N=55, lmbd=0.999, delta=10):
    L = min(len(x), len(d))
    lmbd_inv = 1 / lmbd
    h = np.zeros((N, 1))
    P = np.eye(N)*delta

    e = np.zeros(L)
    for n in range(L):
        if n < N:
            x1 = np.array(x[:n+1])
            # print([1]*(N-n-1))
            x_n = np.concatenate((x1[::-1],[0]*(N-n-1))).reshape(N, 1)
        else:
            x_n = np.array(x[n-N+1:n+1][::-1]).reshape(N, 1)

        d_n = d[n]
        y_n = np.dot(x_n.T, h)

        e_n = d_n - y_n
        g = np.dot(P, x_n)
        

        g = g/(lmbd + np.dot(x_n.T, g))

        h = h + e_n * g
        P = lmbd_inv * (P - np.dot(g, np.dot(x_n.T, P)))
        e[n] = e_n
    return e