2.1 Recursive Least-Squares Estimation (RISE) (a) Run the program do_rlse.. in Section 2.1.4) with another value of the
Posted: Tue Apr 26, 2022 5:29 pm
2.1 Recursive Least-Squares Estimation (RISE) (a) Run the program do_rlse.. in Section 2.1.4) with another value of the true parameter x0 = [1 2] What is the parameter estimate obtained from the RLS solution? (b) Run the program "do_rlse" with a small matrix P like P - 0.01-eye (NA); What is the parameter estimate obtained from the RLS solution? Is it still close to the value of the true parameter? (c) Insert the statements in the following box at appropriate places in the MATLAB code "do_rlse.m" appeared in Section 2.1.4. Remove the last two statements and run it to compare the times required for using the RLS solution and the standard LS solution to get the parameter estimates on-line PROBLEMS 105 m2p01.. - time on 0; time off-O; tic time on time on to tic