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A systolic array for recursive least squares computations: mapping directionally weighted RLS on an SVD updating array

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1 Author(s)
Moonen, M. ; ESAT, Katholieke Univ., Leuven, Heverlee, Belgium

A systolic algorithm/array is described for recursive least squares (RLS) estimation, which achieves an O(n0) throughput rate with O(n2) parallelism. The array is also useful for several other applications, such as, e.g., SVD updating and Kalman filtering. An additional advantage is that unlike with other RLS-arrays, it is now possible to incorporate alternative data weighting strategies, such as directional weighting, without sacrificing speed

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Signal Processing, IEEE Transactions on  (Volume:44 ,  Issue: 8 )