参数估计的Systolic算法

Systolic Algorithm for Parameter Estimation

中文关键词  Systolic阵列  三角分解  参数估计

英文关键词  systolic array  triangular decomposition  parameter estimation

中文摘要

      本文根据最小二乘原理在三角形Systolic阵列上实现了单输入单输出系统的递推参数估计算法。首先利用矩阵的三角分解给出了待估参数及协方差阵的递推公式，然后利用正交平面旋转并结合三角形Systolic阵列的特点给出了相应的Systolic递推参数估计算法，最后还考虑了算法实现时的性能指标。其后是一些数值仿真结果。由于文中利用了正交平面旋转，因而所得算法是数值稳定的。

英文摘要

      Based on the least square parameter estimation principle, a recursive parameter estimation algorithm on a triangular systolic array for single input and single output system is presented in this paper. First the recursive formalas for the parameter to be estimated and covariance matrix are presented by using matrix decomposition, then by combining the characteristics of orthogonal plane rotation and the triangular systolic array, the corresponding recursive systolic parameter estimation algorithm is given, and finally some implementation performances are also presented. The simulation results is also presented. Since orthogonal plane rotation is used in the paper, the given algorithm is numerically stable.