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Transputer implementation of block regularized filtering. (English) Zbl 0872.93054
Summary: A novel approach to parallel transputer implementation of a regularized exponential parameter tracking is described. The proposed block regularized exponential algorithm allows to define and automatically adjust mean value of an alternative covariance of the estimated parameters in the boundaries of blocks of processed data. The alternative mean tracks in blocks the current parameter estimates. That is why the influence of the regularization on the parameter estimates is reduced, and the algorithm remains compatible with the completely pipelined parallel transputer implementation.
MSC:
93C83 Control/observation systems involving computers (process control, etc.)
93B40 Computational methods in systems theory (MSC2010)
65Y05 Parallel numerical computation
93E10 Estimation and detection in stochastic control theory
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