This is a python package for basic recursive least squares (RLS) estimation.

The primary implementation is a (more or less) direct extension of the batch
method for ordinary least squares. This is _not_ the standard RLS filter you
will see in the literature, but what some refer to as the `data matrix form.'

I may also include the `normal form' as another implementation in the future,
if and when I get time. (Feel free to implement it yourself and send me a 
pull request.)

rlspy is intended to work primarily with numpy, but I would be open to more 
general implementation and packaging.

M J Stanway

This package is released under the MIT License. 
See the included LICENSE file or go to:
    http://www.opensource.org/licenses/mit-license.php
for more details.