RLS Algorithm Demo

A system identification by the usage of the RLS algorithm.


Updated 11 Jul 2020

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RLS is one of the greatest adaptive filter algorithms. In this file, an experiment is made to identify a linear noisy system with the help of the RLS algorithm. The weights of the estimated system are nearly identical to the real one.A reference is used to write the algorithm. The code was first uploaded in 2001.

Cite As

Tamer Mellik (2023). RLS Algorithm Demo (https://www.mathworks.com/matlabcentral/fileexchange/1753-rls-algorithm-demo), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
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Version Published Release Notes

Codes were updated to run in MATLAB R2020a

Now compatible with R2020a

BSD license added
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