Recursive least squares: derivation part 2/2 (DS4DS 2.13)

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Supported by the ‘digi-Fellows’ program granted by Paderborn University:
  1. Data Science for Dynamical Systems (DS4DS)
  2. machine learning
  3. data science
  4. control engineering
  5. dynamical systems
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There is a typo at the last line of the P-matrix within the RLS algo: the correct expression is P[k+1] = (I - gamma[k]*z[k+1])*P[k] -> in the video is a wrong sign within the last parenthesis

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