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.