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Recusive Least Sqeares (RLS)

Started by Unknown June 3, 2013
A little while back I posted a question asking if anybody knew who invented RLS. Most people said Kalman. I recently found out in a paper that it was Guass!! Although this lay unused or undiscovered until 1950 by a guy called Plackett who re-discovered Guasses work.

R.L.Plackett 1950 "Some theorems in least-squares", Biometrica,37,149-157