The systolic design of a block regularised parameter estimator using hierarchical signal flow graphs

Abstract

Hierarchical Signal Flow Graphs (HSFGs) am used to illustrate the computations and the data flow required for the block regularised parameter estimation algorithm. This algorithm protects the parameter estimation from numerical difficulties associated with insufficiently exciting data or where the behaviour of the underlying model is unknown. Hierarchical signal flow graphs (HSFGs) aid the user's understanding of the algorithm as they clearly show how the algorithm differs from exponentially weighted recursive least squares, but also allow the user to develop fast efficient parallel algorithms easily and effectively, as demonstrated.