There is no current MATLAB implementation, someone may have shared code to do it, but I haven't found any (I also need this).
The only way I can think of is in Simulink there is a block called "LMS Update" which instead of taking in the desired signal just takes an error. So, you can have multiple inputs, multiple filters, then a single output and single error, and pass all filters that error.
See these for some tips:
- https://ch.mathworks.com/help/dsp/ref/lmsupdate.html
- https://ch.mathworks.com/help/dsp/ug/adapt-multiple-filters-using-lms-update-block.html
- https://ch.mathworks.com/help/dsp/ug/model-adaptive-linear-combiner-using-lms-update-block.html
If anyone has a better solution please share because I would also like it specifically for RLS and in code (not simulink)!
