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Systolic array for recursive least squares by inverse updating

Systolic array for recursive least squares by inverse updating

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© The Institution of Electrical Engineers
Published

A novel systolic array is described for recursive least squares estimation based on the method of ‘inverse updating’. It achieves an O(n0) throughput rate with O(n2) parallelism.

Inspec keywords: least squares approximations; parallel algorithms; systolic arrays

Other keywords: inverse updating; recursive least squares; RLS estimation; systolic array

Subjects: Interpolation and function approximation (numerical analysis); Parallel programming and algorithm theory; Parallel architecture

References

    1. 1)
      • M. Moonen , J. Vandewalle . A systolic array for recursive least squares computations. IEEE Trans. , 2 , 906 - 912
    2. 2)
      • C.T. Pan , R.J. Plemmons . Least squares modifications with inverse factorization: parallel implications. J. Computational and Applied Mathematics , 109 - 127
    3. 3)
      • T.J. Shepherd , J.G. McWhirter , J.E. Hudson , J.G. McWhirter . (1990) Parallel weight extraction from a systolic adaptive beamformer, Mathematics in signal processing II.
    4. 4)
      • M.H. Verhaegen . Round-off error propagation in four generally applicable recursive least-squares estimation schemes. Automatica , 437 - 444
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