Unified Online-learning Library
Documentation
algorithms/icl_initILS_RLS
ILS = icl_initILS_RLS(ILS, dim, algSetup)
RLS specific initialization of ILS.

RLS - Recursive Least Squares with forgetting
Reference: Blum, M.: Fixed memory least squares filters using recursion methods. IRE Transactions on Information Theory 3(3), 178-182 (1957)


Inputs:
ILSmatlab structure describing the learning system
diminteger > 0, number of dimensions
algSetupalgorithm specific setup parameters

Outputs:
ILSmatlab structure describing the learning system

Calls:

Called by:

Authors:

Last change: 2013-11-21 - Version 1.6