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Title: canshubainshi Download
 Description: Generalized least squares algorithm structure, generalized recursive least squares every step of the two-step recursive algorithm, first noise parameters and model parameters to the initial value, then the first step is to assume that the noise parameters are known, with the smallestsquares to estimate the model parameters, and the second step, and then the latest model parameters to estimate the noise parameters, and so on until the identification accuracy specified requirements or available data is used up
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LSE.mdl
GLS.m
mem_con.m
    

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