RLS Algorithm Demo

A system identification by the usage of the RLS algorithm.

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

[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.

[vamshi krishna]

 

[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.

[Rob Kron]

Perfect !

[Saeed Beyty]

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

[Ganapathy samy]

excellant

[prabodh sahoo]

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

[ert ert]

ret

[Tu Li]

 

[Raghuveer Allamneni]

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

[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

[Mangampu Silaban]

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

[AHLEM KADEM]

 

[Travis Wiens]

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

[Atique Malik]

 

[Jin Kwan Kim]

 

[koray ozkan]

 

[koray ozkan]

thanks

[bahrul agus]

it's good

[joe helmy]

 

[Ko Moray]

Excellent Demo !

[Peyman Bagheri]

 

[Peyman Gholami]

Hi

[a b]

it is good.

[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 ...

[hai YEN]

 

[raja sohrab]

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[raja sohrab]

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[Vahid Meghdadi]

Very good, thanks

[jayanth kumar]

 

[Balakrishnan]

Thanks a lot