An openMP+/MPI recursive least squares pipelined parallel algorithm based on the square root and extended version information filter for heterogeneous parallel systems

  • Authors:
  • F. J. Martínez Zaldívar;A. M. Vidal Maciáa;A. González Salvador

  • Affiliations:
  • Departamento de Comunicaciones, Universidad Politécnica de Valencia, Valencia, Spain;Departamento de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, Valencia, Spain;Departamento de Comunicaciones, Universidad Politécnica de Valencia, Valencia, Spain

  • Venue:
  • MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
  • Year:
  • 2005

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Abstract

This article describes a parallel OpenMP and/or MPI implementation of an algorithm for solving the Recursive Least Squares (RLS) problem, suitable for heterogeneous parallel systems. A model for automatic/adaptive load balancing is proposed for either homogeneous or heterogeneous parallel systems. The algorithm is based on a variant of the Kalman Filter named the square root and extended version Information Filter and is oriented to be used in real time applications.