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Old 12-14-2005, 11:18 PM
M. Wirtzfeld
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Default Recursive Least-Squares (RLS) - C++ Source Code

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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  #2 (permalink)  
Old 12-15-2005, 01:37 AM
Ingeniur
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Default Re: Recursive Least-Squares (RLS) - C++ Source Code


"M. Wirtzfeld" <[email protected]> wrote in message
news:[email protected] et...
> 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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  #3 (permalink)  
Old 12-15-2005, 12:20 PM
M. Wirtzfeld
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Default Re: Recursive Least-Squares (RLS) - C++ Source Code

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" <[email protected]> wrote in message
news:dV2of.8129$[email protected]..
>
> "M. Wirtzfeld" <[email protected]> wrote in message
> news:[email protected] et...
> > 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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