I just started doing research on Recursive Least Square for filtering noises such as sensors and dc motors noises. The only thing I've seen on the internet was Theoretical information about RLS but for me, it is hard to understand and apply it on python. Is there any RLS example with numerical values?

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I want to add random sensor noises by using NumPy.random.normal command. Then I want to filter it by using the RLS algorithm but I don't know what represents what because I couldn't found any examples with numerical values.

Please if you can explain to me I will be really appreciated.

Stay safe!

  • $\begingroup$ Hi! When you have a state space model of a linear dynamic system, (like you have for the DC motor), it's more convenient to use a Kalman filter instead of Recursive Least Squares. As you can see from it's recursion RLS does not require a model of the signal generation mechanism... $\endgroup$
    – Fat32
    Feb 11, 2021 at 9:21
  • $\begingroup$ @Fat32 thanks for your reply! One of my colleagues used Kalman Filter but I need to use RLS since we need measured data for Sensors, etc. DC motor was an example. $\endgroup$
    – tosbağa
    Feb 11, 2021 at 9:22
  • $\begingroup$ mathworks.com/matlabcentral/fileexchange/… $\endgroup$
    – Juha P
    Feb 11, 2021 at 20:42
  • $\begingroup$ Are you OK with MATLAB code? If so, look at my example: dsp.stackexchange.com/questions/54730. $\endgroup$
    – Royi
    Dec 16, 2021 at 19:52


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