Treffer: Adaptive computation of higher-order moments and its systolic realization

In signal-processing applications that require new estimates of the fourth- and lower-order moments every time a new data sample is received, it is necessary to design algorithms that adaptively update these terms. In addition, if real time performance is necessary we should transform these algorithms so that their parallel processing and pipelining potential is exploited by a suitable multiprocessor architecture. In this paper we present a time- and order-recursive estimation procedure for updating all moment lag estimates (up to the fourth order) in one of their primary regions of support, using the previous estimates and the newly arrived data sample in real time. Then we systematically transform the moments-updating algorithm onto an architecture that is suitable for VLSI implementation. As a special case a linear array computing the diagonal 1D slice of the higher-order moments is also synthesized. Under the algorithm-to-architecture transformation the time- and order-recursive characteristics of the adaptive procedure translate to a scalable architecture whose processing elements consist of pipelined stages of simple multiply-accumulate units. The unified top-down synthesis of the architecture facilitates the formal verification of correctness at the behavioural level, the identification of trade-offs and the easy introduction of modifications, should the design objectives change during the design phase.