A Parallel Algorithm based on a variant of the Kalman Filter for solving the RLS problem
نویسنده
چکیده
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.
منابع مشابه
An OpenMP+/MPI Recursive Least Squares pipelined Parallel Algorithm based on the square root and extended version Information Filter for heterogeneous parallel systems
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 versio...
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تاریخ انتشار 2004