Recursive Least Square Estimation for Simple Linear Regression

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pemfir 2011-8-14

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/13658-recursive-least-square-estimation-for-simple-linear-regression

are there any functions or toolboxes that covers "Recursive Least Square Estimation for Simple Linear Regression" parameter estimation and prediction ?

Thank you

回答（1 个）

Fangjun Jiang 2011-8-14

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/13658-recursive-least-square-estimation-for-simple-linear-regression#answer_18655

I am not sure if this post will give you some clues.

http://www.mathworks.com/matlabcentral/answers/13487-is-there-something-similar-to-excel-solver-in-matlab

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.