摘要
直接QR分解法是一种非常稳定的方法,且其旋转计算极易映射到Systolic阵列,但需计算量很大的回代步骤。逆QR分解则不需回代,而且保留了直接QR分解法的优点。将逆QR分解法应用于递推增广最小二乘估计,并给出了相应的Systolic阵列用于并行实现。
Direct QR decomposition method is inherent stable and its rotation computation is easily mapped into Systolic array. However, it needs backsubstitution step with numerous serial calculations. Inverse QR decomposition method avoids the backsubstitution step while the stability properties of direct QR method is maintained. The inverse QR method are applied to the problem of RELS parameter estimation and a Systolic array for parallel implementation is shown in this paper.
出处
《控制与决策》
EI
CSCD
北大核心
1996年第1期16-21,共6页
Control and Decision
关键词
逆QR分解
参数估计
Systolic阵列
最小二乘法
inverse QR decomposition, recursive least-squares, parameter estimation, Systolic array, parallel algorithm