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Buggy RLS filter implementation #77
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Looks like an ordinary matrix multiplication (straightforward implementation, not the most efficient, though). I didn't write tests for adaptive filters, but there are demo forms that allow us checking the results. In particular, this form: |
Even if implementation idea is correct, the matrix multiplication I linked above is flawed. One needs +=. Otherwise older values are overwritten. |
You're right - it's a bug; it should be +=. Thanks for noticing. I'll double-check this and fix it when I have the time |
This line looks wrong:
NWaves/NWaves/Filters/Adaptive/RlsFilter.cs
Line 112 in c1a6a4a
Are there any tests to make sure that this implementation behave correctly?
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