Recursive Least Squares in C

I need a recursive least squares (RLS) implementation written in ANSI C for online system identification purposes. This will require a matrix library as well for whatever is needed (transpose, inverse , etc.). The RLS will need to support at least 20 inputs and 20 outputs using the ARX model structure. The system will be run on a PIC 8 bit microcontroller so space and computational time should be as minimal as possible as well as the minimal possible uses of float if any. The matrix library should be modular and independently tied to the RLS algorithm to use in other systems. Also we want to run a couple of models in parallel so the algorithm should not be hard coded as they could have different parameters (more or less inputs/output etc.).

The code can compile under linux or Windows for testing. A test program will suffice as the documentation. It should show how to setup the system and run it. We would like to have this in 5 days. Please do not hesitate to ask questions. If we were unclear in any way please let us know.

Note: this is an online algorithm were the weights get updated at each measurement and not in batch.

Programação C Área de trabalho do Windows

ID do Projeto: #2701234

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