Hurst Modeling
Last update : 12/3/2007

LMS - Least Mean Square method for linear regressions

Calling Sequence

[a,b]=LMS(x,y)

Parameters

Description

Least Mean Square method for the linear regression y=ax+b

Examples

  x=[1:10];
  y=[1:10]+rand(1,10);
  [a,b]=LMS(x,y);
  yth=a*x+b;
  scf;
  plot2d(x,y,style=-2);
  plot2d(x,yth,style=5);
  

Authors

Foued Melakessou University of Luxembourg

Bibliography

Intra Project 2004-2007

Used Function

LMS.