Buggy RLS filter implementation

[richardpl]

This line looks wrong:

NWaves/NWaves/Filters/Adaptive/RlsFilter.cs

Line 112 in c1a6a4a

_dp[i, j] = _tmp[i, k] * _p[k, j];

Are there any tests to make sure that this implementation behave correctly?

[ar1st0crat]

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:

[richardpl]

Even if implementation idea is correct, the matrix multiplication I linked above is flawed. One needs +=. Otherwise older values are overwritten.

[ar1st0crat]

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