On the formal derivation of a systolic array for recursive least squares estimation

Abstract

We present the proof of a new systolic array for implementing a recursive least squares (RLS) algorithm based on the QR decomposition (QRD) inverse-updates method. In its basic formulation, this 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 circumvent this problem.<>