递推最小二乘法求解超定线性方程组 Ax=b，MATLAB实现

function x=LeastSquares(A,b) m = []; n = []; len=length(b); [am,an]=size(A); A0 = A(1:an,:); AA = A0'*A0; AAN = inv(AA); x = AAN*A0'*b(1:an); for i=an+1:am s = 0; a = A(i,:); M = 1+a*AAN*a'; x = x + AAN*a'*inv(M)*(b(i)-a*x); AAN = AAN-AAN*a'*inv(M)*a*AAN; for j=1:am xi = 0; for k = 1:an xi = xi + A(j,k)*x(k); end s = s + b(j) - xi; end m(end+1)=i-an; n(end+1)=s; end x = x'; end