Title :
Implementing the optimal bounding ellipsoid algorithm on a fast processor
Author :
Deller, J.R., Jr. ; Odeh, S.F.
Author_Institution :
Dept. of Electr. Eng., Michigan State Univ., East Lansing, MI, USA
Abstract :
It is shown that the optimal bounding ellipsoid (OBE) algorithm for identifying an ARMAX system can be formulated as a conventional weighted recursive least squares estimator with special weights. In this framework the OBE can be implemented using contemporary algorithms developed for least squares solutions on systolic machines. An example of a systolic processor for OBE is given, and computational complexity issues are considered
Keywords :
cellular arrays; computational complexity; least squares approximations; parallel algorithms; ARMAX system; computational complexity; least squares solutions; optimal bounding ellipsoid algorithm; systolic machines; systolic processor; weighted recursive least squares estimator; Computational complexity; Computer architecture; Digital signal processing; Ellipsoids; Laboratories; Recursive estimation; Signal processing algorithms; State estimation; Systolic arrays; Testing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266616
