Recursive Least Square Estimation for Simple Linear Regression

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pemfir
pemfir 2011-8-14
回答： Valeria Alejandra 2024-8-28
are there any functions or toolboxes that covers "Recursive Least Square Estimation for Simple Linear Regression" parameter estimation and prediction ?
Thank you

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回答（2 个）

Fangjun Jiang
Fangjun Jiang 2011-8-14
  2 个评论
pemfir
pemfir 2011-8-14
The Recursive Component is critical to my work. I need to sequentially update the parameters. I know the algorithm, i can write up the code, but was surprised that nobody has written the code for this. Also needed some more stuff which it seems i have to code myself.
Fangjun Jiang
Fangjun Jiang 2011-8-14
Check this link and the contents around it to see if you can find anything useful.
http://www.mathworks.com/help/toolbox/ident/ug/bq2s4g1.html

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Valeria Alejandra
Valeria Alejandra 2024-8-28
There is this function https://la.mathworks.com/help/ident/ref/recursivels-system-object.html

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