RLS cost function

Hi everybody!

Could anybody help me to find the way to calculate the cost function of RLS algorithm in MATLAB? I have calculated the MSE for LMS and NLMS algorithms, but I don't know how to do it for RLS.

I have lost lot of time looking for a solution, but I didn't find anything.

Hope your responses and thanks very much anyway

[Greg Heath]

 LMS = Least Mean Square
 NLMS = Normalized Least Mean Square  ?

RLS = ?

Nonstatistician Greg

OK, Found it: RLS = Recursive Least Squares