基于RLS算法的数据预测与MATLAB实现——

递归最小二乘（RLS)算法是一种典型的数据处理方法，递归最小二乘（RLS)算法在信号自适应滤波分析中广泛应用，递归最小二乘（RLS)算法收敛速度快，且对自相关矩阵特征值的分散性不敏感，然而其计算量较大。-RLS algorithm based on forecast data and MATLAB realization　 Recursive Least Squares (RLS) algorithm is a typical method of data processing, recursive least squares (RLS) algorithm is widely used in signal analysis, adaptive filtering, recursive least squares (RLS) algorithm converges fast, and dispersion of autocorrelation matrix eigenvalue insensitive, but its large amount of calculation