Practical Recursive Least Squares

Version 1.0.3 (81 KB) by David
personal practical compendium to my theory notes here: https://zenodo.org/records/17639810 DOI https://doi.org/10.5281/zenodo.17639810
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Updated 24 Nov 2025

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A quick reference looking at :
  • basic implementation of Batch Weighted Least Squares
  • Recursive Least Squares
  • Recursive Least Squares with forgetting factor

Cite As

David (2026). Practical Recursive Least Squares (https://au.mathworks.com/matlabcentral/fileexchange/182643-practical-recursive-least-squares), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2025b
Compatible with any release
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Version Published Release Notes
1.0.3

tidy
1.0.2

Forgetting factor notes
1.0.1

thumbnail added
1.0.0