MSE in adaptative filter I'm trying to filter some motion noise from an ECG signal. To do that I'll try to implement an adaptive filter using the LMS algorithm.

I think I have to calculate the MSE of this:

E[e^2 ] = E[(s + n )^2 ]+ 2E[(s + n)X ]W^T + WE[X^T X ]W^T

in which s+n is the noised ECG,

X (n) = [ 1, Accx (n), Accy (n), Accz (n)] are the values from the accelerometer,

W = [w0, w1, w2, w3] the coefficients.

Wt +1 = Wt + 2αeX,

I'm trying to understand how to calculate alfa and minimise the MSE.

http://www.mathworks.com/help/dsp/ref/adaptfilt.lms.html

can anyone give me a simpler example? I'm kind of lost here.
This scilab script implements a simple LMS adaptive filter.

M = 50;
LMS = zeros(M,N);
LMS(:,1) = zeros(M,1);
ERR = zeros(1,N);
y = zeros(1,N);
mu = 0.0005;

for t=M:N,
    Uwindowed = u(t - [0:M-1]');
    y(t) = LMS(:,t)'*Uwindowed.';
    ERR(t) = d(t) - y(t);
    LMS(:,t+1) = LMS(:,t) + mu*Uwindowed.'*ERR(t);
end;


The inputs to it are u(t), the noisy signal and d(t) the desired signal.  For the standard LMS algorithm to work, you need to have an idea of what the noiseless signal looks like.

From your equations:


$\alpha$ appears to be similar to mu (or mu/2).
u is your s+n.
I am not sure what your d is.
Your equation for the error is, er, erroneous. :-)