gaoyiyeah / RLSFilter

Header-only C++ Recursive Least Squares (RLS) filter

RLSFilter

Header-only C++ template library implementing a Recursive Least Squares (RLS) filter, managing static and dynamic implementation and different floating point base type (float, double, long double).

Reference

https://en.wikipedia.org/wiki/Recursive_least_squares_filter

Dependencies

• Eigen3

Authors

• Davide Pilastro - @dadep88