Inverse updated systolic RLS algorithm with regularized exponential forgetting

Jan Schier

Kybernetika (1996)

  • Volume: 32, Issue: 3, page 209-234
  • ISSN: 0023-5954

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Schier, Jan. "Inverse updated systolic RLS algorithm with regularized exponential forgetting." Kybernetika 32.3 (1996): 209-234. <http://eudml.org/doc/28669>.

@article{Schier1996,
author = {Schier, Jan},
journal = {Kybernetika},
keywords = {recursive least squares algorithm; block regularized exponential forgetting; systolic algorithm; stability},
language = {eng},
number = {3},
pages = {209-234},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Inverse updated systolic RLS algorithm with regularized exponential forgetting},
url = {http://eudml.org/doc/28669},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Schier, Jan
TI - Inverse updated systolic RLS algorithm with regularized exponential forgetting
JO - Kybernetika
PY - 1996
PB - Institute of Information Theory and Automation AS CR
VL - 32
IS - 3
SP - 209
EP - 234
LA - eng
KW - recursive least squares algorithm; block regularized exponential forgetting; systolic algorithm; stability
UR - http://eudml.org/doc/28669
ER -

References

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  1. D. D. Baer J. Paradeans, A formal definition for systolic systems, In: Parallel Algorithms and Architectures (A. Albrecht, H. Jung and K. Mehlhorn, eds.), Lecture Notes in Computer Science, Springer-Verlag, Berlin 1987. (1987) 
  2. L. D. J. Eggermont, al. (eds.), VLSI Signal Processing VI, In: Proceedings of the IEEE Signal Processing Society Workshop. IEEE Press, Veldhoven 1993. (1993) 
  3. J. Kadlec, The cell-level description of systolic block regularised QR filter, In: Proceedings of the IEEE Signal Processing Society Workshop (Eggermont et al., eds.), Veldhoven 1993, pp. 298-306. (1993) 
  4. J. Kadlec F. M. F. Gaston G. W. Irwin, Systolic implementation of the regularised parameter estimator, In: VLSI Signal Processing V (K. Yao et al., eds.), IEEE Press, New York 1992, pp. 520-529. (1992) 
  5. M. Kárný, al., Design of linear quadratic adaptive control: Theory and algorithms for practice, Kybernetika 21 (1985), Supplement. (1985) 
  6. J. G. McWhirter, Systolic array for recursive least squares by inverse iterations, In: Proceedings of the IEEE Signal Processing Society Workshop (Eggermont et al., eds.), Veldhoven 1993, pp. 435-443. (1993) 
  7. J. G. McWhirter, A systolic array for recursive least squares estimation by inverse updates, In: International Conference on Control '94, IEE, London 1994. (1994) 
  8. G. M. Megson, An Introduction to Systolic Array Design, Oxford University Press, Oxford 1992. (1992) 
  9. M. Moonen J. G. McWhirter, A systolic array for recursive least squares by inverse updating, Electronics Letters 29 (1993), 13, 1217-1218. (1993) 
  10. V. Peterka, Bayesian approach to system identification, In: Trends and Progress in System Identification (P. Eykhoff, ed.), IFAC Series for Graduates, Research Workers and Practising Engineers, Chapter 8. Pergamon Press, Oxford 1981. (1981) MR0746139
  11. V. Peterka, Control of uncertain processes: Applied theory and algorithms, Kybernetika 22 (1986), Supplement. (1986) Zbl0607.93070MR0874719
  12. J. Schier, Parallel Algorithms for Robust Adaptive Identification and Square-root LQG Control, Ph.D. Thesis, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University, Prague 1994. (1994) 
  13. J. Schier, A Systolic Algorithm for the Block-regularized RLS Identification, Research Report No. 1807, Institute of Information Theory and Automation, Prague 1994. (1994) 

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