This library implements the Recursive Least Squares algorithm with exponential forgetting. See Haykin's Adaptive Filter Theory for details.
It is using ndarray
for its vector and matrix data structures.
- 0.3.0: Dependency bump & don't choose
blas
backend, but let the consumer of the library decide which to link - 0.2.0: Bump all dependencies
- 0.1.3:
- the gain vector is now correctly calculated and not based on its old value;
- the inverse correlation matrix is updated 10 times faster by moving from
?gemm
to?ger
, the outer vector product;
- 0.1.2: the inverse correlation matrix is now correctly initialized as δ^{-1} · 𝟙
- 0.1.1: use
ndarray
sZip
/NdProducer
functionality via theazip!
macro for performance; - 0.1.0: initial release.
Dual-licensed under Apache 2.0 and MIT licenses to be compatible with the Rust project.