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RLS Algorithm Demo

by Tamer Abdelazim Mellik

 

29 May 2002 (Updated 31 Oct 2003)

No BSD License  

A system identification by the usage of the RLS algorithm.

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Description

RLS is one of the great adaptive filter algorithms. In this file ,an experiment is made to identify a linear noisy system with the help of RLS algorithm. The weights of the estimated system is nearly identical with the real one.A reference is used to write the algorithm.

Acknowledgements
This submission has inspired the following:
NLMS Algorithm Demo, Recursive Least Square Identification without Noise
MATLAB release MATLAB 6.0 (R12)
Other requirements The sample data is created by the use of control system toolbox but it can easily created by any way else
Zip File Content  
Other Files Readme.txt,
FIRsampledata,
IIRsampledata,
FIR_rls.m,
IIR_rls.m
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Comments and Ratings (28)
30 May 2002 Mark Jack

It is very interesting that RLS is one of the best adaptive algorithms. It converges very fast. In this code , the author used this method to provide a complete demo for the RLS with easy code.

17 Dec 2003 vamshi krishna  
06 Feb 2004 Fu-Sung Wang

The author does provide a good example for the beginners learning RLS algorithm. Furthermore, the stuff in the program is easy-understanding with lots of footnotes.

06 Feb 2004 Rob Kron

Perfect !

25 Mar 2004 Saeed Beyty

good, and helped in my home-works ! :D

07 Dec 2004 Ganapathy samy

excellant

08 Feb 2005 prabodh sahoo

Plz send me a rls algorithm demo for voice and speech signal.

26 May 2005 ert ert

ret

10 Oct 2005 Tu Li  
08 Nov 2005 Raghuveer Allamneni

the demo gave the idea of RLS algorithm. can u please send me the RLS algorithm for channel equalization in mobile communication.

02 Dec 2005 Ahmad Firdaus Abdul Jalil

could u teach me how to model the transfer function(frequency domain) for a single output distillation process by using the ARX model

27 Dec 2005 Mangampu Silaban

Can you send me RLS program to recovery FECG from Abdominal ECG?

16 Jul 2006 AHLEM KADEM  
17 Oct 2006 Travis Wiens

Very nice rls example, but the IIR example is actually an FIR system and vice versa.

21 Dec 2006 Atique Malik  
01 Feb 2007 Jin Kwan Kim  
07 Jun 2007 koray ozkan  
09 Jun 2007 koray ozkan

thanks

22 Aug 2007 bahrul agus

it's good

21 Oct 2007 joe helmy  
08 Nov 2007 Ko Moray

Excellent Demo !

12 Nov 2007 Peyman Bagheri  
09 Dec 2007 Peyman Gholami

Hi

02 Feb 2008 a b

it is good.

07 Feb 2008 Peter van den Bosch

I think you switched IIR and FIR?
IIR is the one that has both numerator and denominator (called FIR_rls.m in your scripts), isn't it?
But thanks anyway ...

11 Apr 2008 hai YEN  
03 May 2008 raja sohrab

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12 May 2008 raja sohrab

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Updates
31 Oct 2003

Version 1.1 :
1- Two different demos one with FIR ( Feedback is used) and the other with IIR ( the input signal only is used)
2- No dependency on "Control System Toolbox" by adding sample data files

Tag Activity for this File
Tag Applied By Date/Time
system identification Tamer Abdelazim Mellik 22 Oct 2008 06:44:55
fir Tamer Abdelazim Mellik 22 Oct 2008 06:44:55
iir Tamer Abdelazim Mellik 22 Oct 2008 06:44:55
adaptive filter theory Tamer Abdelazim Mellik 22 Oct 2008 06:44:55
rls Tamer Abdelazim Mellik 22 Oct 2008 06:44:55
ga satish kumar 23 Dec 2008 01:09:08
adaptive filter theory ASHISH 21 Mar 2009 15:53:28
 

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