Recursive Least-Squares (RLS) - C++ Source Code
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Recursive Least-Squares (RLS) - C++ Source Code

 
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M. Wirtzfeld
Guest
Posted: Thu Dec 15, 2005 1:16 am    Post subject: Recursive Least-Squares (RLS) - C++ Source Code Reply with quote
Hello,

Would anyone know of where to find or have a C++ implmentation of this
algorithm?

I am presently using one of the implementations in the Matlab Filter Design
Toolbox, but have found it to be slow. I'd like to try and speed up the
processing if possible.

Any suggestion or comments are greatly appreciated.


Michael.
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Ingeniur
Guest
Posted: Thu Dec 15, 2005 1:16 am    Post subject: Re: Recursive Least-Squares (RLS) - C++ Source Code Reply with quote
"M. Wirtzfeld" <mwirtzfe@uwo.ca> wrote in message
news:2dOdnfUB7YDaBz3enZ2dnUVZ_tmdnZ2d@mycybernet.net...
Quote:
Hello,

Would anyone know of where to find or have a C++ implmentation of this
algorithm?

I am presently using one of the implementations in the Matlab Filter
Design
Toolbox, but have found it to be slow. I'd like to try and speed up the
processing if possible.

Any suggestion or comments are greatly appreciated.


Michael.



Did you expect it to be fast? How many parameters are you estimating?


Ing
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M. Wirtzfeld
Guest
Posted: Thu Dec 15, 2005 5:16 pm    Post subject: Re: Recursive Least-Squares (RLS) - C++ Source Code Reply with quote
Ing,

No, I did not expect the algorithm to be fast. I understand what the
algorithm is doing.

I am applying it in a system modeling project and I would like have three
tap values (64, 128, 256) for each forgetting-factor to get an idea of
modeling performance.

Michael.

"Ingeniur" <ing@ingers.com> wrote in message
news:dV2of.8129$vH5.414673@news.xtra.co.nz...
Quote:

"M. Wirtzfeld" <mwirtzfe@uwo.ca> wrote in message
news:2dOdnfUB7YDaBz3enZ2dnUVZ_tmdnZ2d@mycybernet.net...
Hello,

Would anyone know of where to find or have a C++ implmentation of this
algorithm?

I am presently using one of the implementations in the Matlab Filter
Design
Toolbox, but have found it to be slow. I'd like to try and speed up the
processing if possible.

Any suggestion or comments are greatly appreciated.


Michael.



Did you expect it to be fast? How many parameters are you estimating?

Ing

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