A 'systolic array' formulation of the optimal bounding ellipsoid algorithm
- 1 January 1989
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 37 (9) , 1432-1436
- https://doi.org/10.1109/29.31297
Abstract
A previously published recursive estimation algorithm (ibid., vol.ASSP-34, p.1331-4, 1986), which updates the parameter vector for a linear system only when incoming data are sufficiently informative, is reformulated to be implementable using well-known systolic array processing schemes. In particular, the optimal bounding ellipsoid algorithm (OBE) for identifying an autoregressive moving-average (ARMA) system is formulated as a conventional weighted recursive least squares (WRLS) estimator with special weights. In this framework, OBE can be implemented using algorithms developed for LS solutions on systolic machines. Adaptation by a sliding window is easily added to this formulation. A simulation example is given to illustrate the resultsKeywords
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