... importance of certain elements of G more than others For example, we may choose to have it put less emphasis on older data by choosing w1 < w2 < - < we when x2 is collected after x1, x3 is collected ... initialize the RLS algorithm (i.e., choose B(0) and P(0)) One approach to this is to use 8(O) = and P(0) = PO where PO = 01 for some large a > This is the choice that is often used in practice ... some small constant It is our hope that if we choose the set {xi, ,x”} with xi E D such that the xi’s are uniformly distributed throughout D, and we choose the approximation structure properly,...