matlab - Complexity of recursive least squares (RLS) algorithm -


which operation(s) make complexity of recursive least squares (rls) algorithm equal o(n^2) , why?

% filter parameters p       = 4;                % filter order lambda  = 1.0;              % forgetting factor laminv  = 1/lambda; delta   = 1.0;              % initialization parameter w       = zeros(p,1);       % filter coefficients p       = delta*eye(p);     % inverse correlation matrix e       = x*0;              % error signal m = p:length(x)     % acquire chunk of data     y = n(m:-1:m-p+1);     % error signal equation     e(m) = x(m)-w'*y;     pi = p*y; % parameters efficiency     % filter gain vector update     k = (pi)/(lambda+y'*pi);       p = (p - k*y'*p)*laminv;  % inverse correlation matrix update     w = w + k*e(m);  % filter coefficients adaption end

full code

this paper has great explanation, here relevant section in image:

enter image description here


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