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RLS Algorithm Implementation

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RLS Algorithm Implementation

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Description

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

Required Products MATLAB
MATLAB release MATLAB 7.11 (R2010b)
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Comments and Ratings (1)
17 Oct 2013 Shara

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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