A systolic array for recursive least squares computations
โ Scribed by Moonen, M.; Vandewalle, J.
- Book ID
- 118028253
- Publisher
- IEEE
- Year
- 1993
- Tongue
- English
- Weight
- 619 KB
- Volume
- 41
- Category
- Article
- ISSN
- 1053-587X
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We consider exponentially weighted reeursive least squares (RLS) computations with forgetting factor 3/ (0 < 3' < 1). The least squares estimator can be found by solving a matrix system A(t)x(t)= b(t) at each adaptive time step t. Unlike the sliding window RLS computation, the matrix A(t) is not a "
Recursive least squares (RLS) is a popular iterative method used for the modeling of systems while in operation. RLS provides an estimate for unknown parameters of a system based on some known parameters and inputs and outputs of that system. This technique is used frequently in digital signal proce