Talk:Recursive least squares filter

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That was good fun... The derivation of the RLS algorithm is a bit lengthy. I went for a clear instead of a brief description. This work needs some proofreading. Everybody is more then welcome. Faust o 16:22, 22 January 2006 (UTC)

[edit] Summary Question

The calculation of e(n) and w(n) are interdependent. Should e(n) be calculated at e(n) = d(n) - wt(n-1) x(n)?