Illustration of how to use nonlinear recursive least square to adapt prediction models online
Require Matlab2019a or above
Run adaptable_prediction.mlx to visualize trajectory prediction results under different circumstances. Tunable parameters:
- system parameter
- prediction horizon
- forgetting factor
x(k+1) = f(a(k), x(k))
[To be completed]
https://en.wikipedia.org/wiki/Recursive_least_squares_filter