Implementation of Optimum Estimation Algorithms of High-Performance Microprocessors

In microprocessor-based data processing algorithms for parameter estimation, it is essential to make use of system structure to reduce software development costs, computation time, and memory requirements. Standard estimation problems are reformulated and solved leading to algorithms which meet these objectives. Sufficient detail is given of new elementary proofs of recursive least squares estimation algorithms including real-time experiments to allow one to assess the requirements and capabilities of microprocessor-based optimum estimation algorithms.