RLS cost function
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Hi everybody!
Could anybody help me to find the way to calculate the cost function of RLS algorithm in MATLAB? I have calculated the MSE for LMS and NLMS algorithms, but I don't know how to do it for RLS.
I have lost lot of time looking for a solution, but I didn't find anything.
Hope your responses and thanks very much anyway
1 Comment
Greg Heath
on 31 Jan 2017
Edited: Greg Heath
on 31 Jan 2017
LMS = Least Mean Square
NLMS = Normalized Least Mean Square ?
RLS = ?
Nonstatistician Greg
OK, Found it: RLS = Recursive Least Squares
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on 13 Jun 2012
on 31 Jan 2017
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