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RLS Algorithm Demo

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RLS Algorithm Demo


Tamer Mellik (view profile)


29 May 2002 (Updated )

A system identification by the usage of the RLS algorithm.

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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.


This file inspired Recursive Least Square Identification Without Noise and Nlms Algorithm Demo.

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
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Comments and Ratings (32)
23 Feb 2013 sanjana puhan

plz send me a rls algorithm for power quality estimation

03 Oct 2011 Balakrishnan

Thanks a lot

Comment only
16 Sep 2011 jayanth kumar  
25 May 2010 Vahid Meghdadi

Very good, thanks

12 May 2008 raja sohrab

fdgbv dfgdfg

Comment only
03 May 2008 raja sohrab


Comment only
11 Apr 2008 hai YEN  
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 ...

02 Feb 2008 a b

it is good.

09 Dec 2007 Peyman Gholami


Comment only
12 Nov 2007 Peyman Bagheri  
08 Nov 2007 Ko Moray

Excellent Demo !

21 Oct 2007 joe helmy  
22 Aug 2007 bahrul agus

it's good

09 Jun 2007 koray ozkan


07 Jun 2007 koray ozkan  
01 Feb 2007 Jin Kwan Kim  
21 Dec 2006 Atique Malik  
17 Oct 2006 Travis Wiens

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

16 Jul 2006 AHLEM KADEM  
27 Dec 2005 Mangampu Silaban

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

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

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.

10 Oct 2005 Tu Li  
26 May 2005 ert ert


08 Feb 2005 prabodh sahoo

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

Comment only
07 Dec 2004 Ganapathy samy


25 Mar 2004 Saeed Beyty

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

06 Feb 2004 Rob Kron

Perfect !

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.

17 Dec 2003 vamshi krishna  
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.

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