# Recursive Least Squares 1.0

OS : Windows / Linux / Mac OS / BSD / Solaris

Script Licensing : Freeware

Created : Aug 31, 2007

Downloads : 4

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## [x,P] = LSREC(x0,W) initializes a recursive solution ...

[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.

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.

**• MATLAB Release: R2006b**

**Demands:****Recursive Least Squares 1.0 scripting tags:**vector, recursive least squares, matlab miscellaneous, data, weight, solution, scalar.

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