Publisher review:Recursive Least Squares - Simple recursive least squares implementation [x,P] = LSREC(x0,W) initializes a recursive solution by returning the initial solution x = x0 having a scalar weight 0 < W = 1 and size(An,2) = length(x). Wn is the weight associated with the new data, which is typically equal to 1. If Wn is a scalar it applies to all new equations; if it is a vector the i-th element of Wn applies to the i-th equation. x and P are the output from the most recent recursive function call. xn and Pn are the updated solution vector and P matrix for future recursive calls.This function is useful when one wants to update a least squares solution repeatedly as new data becomes available, such as after each pass through some iterative process. Requirements: ยท MATLAB Release: R2006b
Recursive Least Squares is a Matlab script for Miscellaneous scripts design by Duane Hanselman.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Recursive Least Squares script details 
