Code covered by the BSD License

by Ansuman Mahapatra

16 Mar 2012

RLS Algorithm Implementation

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RLS Algorithm Implementation Modified code for RLS. Simplest code. Tell me if anything wrong. Thanks.

Thanks for your nice code,I tried to understand and went through some stuff for this code. I am little bit confuse following lines of code, please can you give me little bit explanation about following lines:

R=ita*I;

z(i) = R(i) * x(i); q = x(i)' * z(i); v = 1/(1+q); zz(i) = v * z(i); w(i+1) = w(i) + e(i)*zz(i); R(i+1) = R(i) - zz(i)*z(i);

Thanks in advance

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