Title :
A systolic array for recursive least squares estimation by inverse updates
Author :
McWhirter, J.G. ; Proudler, I.K.
Author_Institution :
Defence Res. Agency, Malvern, UK
Abstract :
We derive a new systolic array for implementing a recursive least squares (RLS) algorithm based on the QR decomposition (QRD) inverse-updates method. Unlike most previous algorithms based on the QRD technique, this algorithm explicitly produces the transversal filter weights. In its original formulation, the QRD inverse-updates algorithm contains a long data feedback path which makes the construction of a systolic architecture very difficult. Here we show how to transform the algorithm so as to allow two systolic implementations: one of which has been published and a hitherto unknown structure.
Keywords :
least squares approximations; systolic arrays; QR decomposition; data feedback path; inverse updates; recursive least squares estimation; systolic array; transversal filter weights;
Conference_Titel :
Control, 1994. Control '94. International Conference on
Conference_Location :
Coventry, UK
Print_ISBN :
0-85296-610-5
DOI :
10.1049/cp:19940320