A parallel algorithm based on a variant of the Kalman filter for solving the RLS problem

Authors:
F. J. Martínez Zaldívar;A. M. Vidal Maciá;A. González Salvador
Affiliations:
Departamento de Comunicaciones, Universidad Politécnica de Valencia, Valencia, Spain;Departamento de Sistemas Informáaticos y Computación, Universidad Politécnica de Valencia, Valencia, Spain;Departamento de Comunicaciones, Universidad Politécnica de Valencia, Valencia, Spain
Venue:
ISCGAV'04 Proceedings of the 4th WSEAS International Conference on Signal Processing, Computational Geometry & Artificial Vision
Year:
2004

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Abstract

This article describes a parallel algorithm for solving the Recursive Least Squares (RLS) problem. It is based on a variant of the Kalman Filter named the square root and extended version Information Filter. This algorithm is suitable to be implemented as either a distributed memory or a shared memory or a mixed parallel algorithm and is oriented to be used in real time applications.