% 
% Written by:
% -- 
% John L. Weatherwax                2008-11-24
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

%addpath( '../../AdaptiveFilteringCode' ); 

M = 2; 

n  = 0:(M-1);     % the powers to put on 0.9
rd = 0.9.^n;

% compute the autocorrelation matrix R: 
Rd = toeplitz( rd ); 
Rx = Rd + eye(M); 

% compute the crosscorrelation vector p: 
p = rd; p = p(:); 

% compute the optmial filter coefficients: 
w = Rx \ p(:); 
fprintf( 'optimal coefficients w = \n' ); 
disp( w )

% compute the expected error J_min: 
jmin = rd(1) - (p.') * w