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[Matlab]
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- 2016-05-19
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Description:
System identification least squares method is the most classic method, which matches the data by squaring and finding the best to minimize the error function. Least squares method can be easily calculated unknown data, and make the square error between the actual data and the data obtained and the minimum. Least squares method can be used for curve fitting. Some other optimization problems can be expressed using the method of least squares by minimizing energy or maximizing entropy. Wherein, RLS is a recursive least squares program, ELS is augmented recursive least squares method procedures.
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最小二乘法\ELS.m
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最小二乘法
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