关于递归最小二乘估计的收缩数组的形式推导

I. Proudler, J. McWhirter, M. Moonen
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引用次数: 16

摘要

我们提出了一种基于QR分解(QRD)逆更新方法实现递归最小二乘(RLS)算法的新收缩阵列的证明。在其基本公式中,该算法包含很长的数据反馈路径,这使得构造收缩结构非常困难。这里我们展示了如何变换算法来规避这个问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the formal derivation of a systolic array for recursive least squares estimation
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.<>
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