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Systolic array for recursive least-squares minimisation

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1 Author(s)
McWhirter, J.G. ; Royal Signals & Radar Establishment, Malvern, UK

A systolic array for performing recursive least-squares minimisation is described. It performs an orthogonal triangularisation of the data matrix using a sequence of Givens rotations, and generates the required residual without having to solve the associated triangular linear system by back-substitution. Since the back-substitution process may be ill conditioned and numerically unstable, the reliability and robustness of the method is greatly improved as a result, whilst the amount of circuitry and computation is reduced.

Published in:

Electronics Letters  (Volume:19 ,  Issue: 18 )

Date of Publication:

September 1 1983

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