快速RLS与并行计算

V. Djigan
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引用次数: 5

摘要

提出了基于自适应滤波器相关矩阵正则化的滑动窗口快速RLS算法的并行形式。新算法在数学上与顺序计算的适当算法相同,但可以通过并行处理器实现。该算法基于广义矩阵反演引理的应用。它们可用于处理非平稳信号。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Fast RLS with parallel computations
The paper presents parallel forms of the sliding window fast RLS algorithms with the regularization of adaptive filter correlation matrix. The new algorithms are mathematically identical to the appropriate algorithms with sequential computations, but can be implemented by means of parallel processors. The algorithms are based on the using of the generalized matrix inversion lemma. They can be used for the processing of non-stationary signals.
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