%%%
%%% Example of parameter on-line estimation 
%%% with RLS and forgetting factor
%%%

close all, clc

n = 3; % Model order
lambda = 0.70; % Forgetting factor   

[theta_hat,y_hat] = rlsff([Y U],n,lambda); 
               
% Recursive least squares with forgetting factor

figure, plot(t,Y,'-',t,y_hat,'--',...
             t,1.2*ones(size(Y))*max(Y(1:499)),':',...
             t,1.2*ones(size(Y))*min(Y(1:499)),':')
        xlabel('Time (s)'), ylabel('y(k)'), 
        title('Measured (-) and predicted (--) output')
        legend('Measured output','Predicted output')

figure, subplot(131), plot(t,theta_hat(1,:))
        xlabel('Time (s)'), title('Parameter \alpha_3')
        subplot(132), plot(t,theta_hat(2,:))
        xlabel('Time (s)'), title('Parameter \alpha_2')
        subplot(133), plot(t,theta_hat(3,:))
        xlabel('Time (s)'), title('Parameter \alpha_1')