Inter-symbol interference (ISI) is one of the key problems that seriously limit transmission data rate in high-speed VLC systems. To eliminate ISI and further improve the system performance, series of equalization schemes have been widely investigated. As an adaptive algorithm commonly used in wireless communication, RLS is also suitable for visible light communication due to its quick convergence and better performance. In this paper, for the first time we experimentally demonstrate a high-speed RGB-LED based WDM VLC system employing carrier-less amplitude and phase (CAP) modulation and recursive least square (RLS) based adaptive equalization. An aggregate data rate of 4.5Gb/s is successfully achieved over 1.5-m indoor free space transmission with the bit error rate (BER) below the 7% forward error correction (FEC) limit of 3.8x10(-3). To the best of our knowledge, this is the highest data rate ever achieved in RGB-LED based VLC systems.