Systolic implementation of the lattice algorithm for least squares linear prediction problems (Q1072367)
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English | Systolic implementation of the lattice algorithm for least squares linear prediction problems |
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Systolic implementation of the lattice algorithm for least squares linear prediction problems (English)
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1986
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We present a linear systolic array of O(n) cells that solves the least squares linear prediction problem in time O(n) via an algorithm based on the so-called lattice algorithm. The total storage required is O(n) words, i.e., only a constant number of words are needed at each cell.
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Toeplitz matrix
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stationary time series
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linear systolic array
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least squares
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linear prediction
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lattice algorithm
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