struct
RecursiveLeastSquareStateRecursiveLeastSquare contains the implementation of the Recursive least square filter described in Lennart Ljung - System Identification Theory for the User (1999, Prentice Hall).
Chapter 11 Section 2.
Public variables
- Eigen::VectorXd expectedValue
- Vector containing the expected value of the estimated state.
- Eigen::MatrixXd covariance
- Covariance matrix of the state.