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.
Tamer Mellik (2021). RLS Algorithm Demo (https://www.mathworks.com/matlabcentral/fileexchange/1753-rls-algorithm-demo), MATLAB Central File Exchange. Retrieved .
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