正交最小二乘辨识算法



该算法除了实现最小二乘辨识功能之外而且能按照各项重要性将其逐一选出并且估计相应系数-OLS　 Orthogonal Least Quares.



[x, ind] = OLS(A,b,r) gives the solution to the least squares problem

using only the best r regressors chosen from the ones present in matrix A.

This function also returns in the vector ind the indexes of the

best r regressors (i.e., the best columns of A to use).



If r is equal to n, the solution x given by OLS is the same as the solution

given by A\b, but in ind we still have the regressors sorted by their

importance.　 This means that one can perform a feature selection by taking

the first k entries in ind (k<r).