lmlib.statespace.cost.create_rls#

lmlib.statespace.cost.create_rls(cost, multi_channel_set=False, steady_state=False, kappa_diag=True, steady_state_method='closed_form')#

Returns a ‘Recursive Least Squares Object’ according to the provided parameters.

Parameters
  • cost (CostBase) – cost model

  • multi_channel_set (bool) – Set to True if a RLSAlssmSet* is desired

  • steady_state (bool) – Set to True if a Steaey State scheme is desired

  • kappa_diag (bool) – If True a RLSAlssmSet* will performe a diagnoal kappa matrix. Only if multi_channel_set = True

  • steady_state_method (str) – Type of Steady State method. Available: (‘closed_form’). Only if steady_state == True

Returns

out – Returns Recursive Least Square Obeject

Return type

RLSAlssm, RLSAlssmSet, RLSAlssmSteadyState or RLSAlssmSetSteadyState