recless 0.1.1

A Rust implementation of the recursive least squares algorithm with exponential forgetting

Recursive Least Squares in Rust

This library implements the Recursive Least Squares algorithm with exponential forgetting. See Haykin's Adaptive Filter Theory for details.

It is using ndarray for its vector and matrix data structures.

0.1.1: use ndarrays Zip/NdProducer functionality via the azip! macro for performance;
0.1.0: initial release.

Dual-licensed under Apache 2.0 and MIT licenses to be compatible with the Rust project.