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rls

Created on 2021

@author: RBdC & MV

Functions:

Name Description
GEN_RLS_id

Identification using Recursive Least-Squares Regression.

GEN_RLS_id

GEN_RLS_id(
    y: ndarray,
    u: ndarray,
    id_method: RLSMethods,
    na: int,
    nb: int | ndarray,
    nc: int,
    nd: int,
    nf: int,
    theta: int | ndarray,
    **_
) -> tuple[
    ndarray, ndarray, ndarray, ndarray, float, ndarray
]

Identification using Recursive Least-Squares Regression.

A gain estimator, a covariance matrix and a suitable Forgetting Factor are computed.