6 releases
Uses old Rust 2015
0.3.0 | Aug 8, 2017 |
---|---|
0.2.0 | Jul 18, 2017 |
0.1.3 | May 6, 2017 |
#15 in #kalman
8KB
114 lines
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.
Recent releases
- 0.3.0: Dependency bump & don't choose
blas
backend, but let the consumer of the library decide which to link - 0.2.0: Bump all dependencies
- 0.1.3:
- the gain vector is now correctly calculated and not based on its old value;
- the inverse correlation matrix is updated 10 times faster by moving from
?gemm
to?ger
, the outer vector product;
- 0.1.2: the inverse correlation matrix is now correctly initialized as δ^{-1} · 𝟙
- 0.1.1: use
ndarray
sZip
/NdProducer
functionality via theazip!
macro for performance; - 0.1.0: initial release.
License
Dual-licensed under Apache 2.0 and MIT licenses to be compatible with the Rust project.
Dependencies
~2MB
~44K SLoC