Systolic array for recursive least-squares minimisation |
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Authors: | McWhirter J.G. |
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Affiliation: | Royal Signals & Radar Establishment, Malvern, UK; |
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Abstract: | 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. |
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