Recursive Least Square Estimation for Simple Linear Regression

are there any functions or toolboxes that covers "Recursive Least Square Estimation for Simple Linear Regression" parameter estimation and prediction ?

Thank you

Answer 1

[Fangjun Jiang]

I am not sure if this post will give you some clues.

http://www.mathworks.com/matlabcentral/answers/13487-is-there-something-similar-to-excel-solver-in-matlab

[pemfir]

The Recursive Component is critical to my work. I need to sequentially update the parameters. I know the algorithm, i can write up the code, but was surprised that nobody has written the code for this. Also needed some more stuff which it seems i have to code myself.

[Fangjun Jiang]

Check this link and the contents around it to see if you can find anything useful.

http://www.mathworks.com/help/toolbox/ident/ug/bq2s4g1.html

Answer 2

[Valeria Alejandra]

There is this function https://la.mathworks.com/help/ident/ref/recursivels-system-object.html