Systolic implementation of the lattice algorithm for least squares linear prediction problems (Q1072367)

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scientific article; zbMATH DE number 3942985
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Systolic implementation of the lattice algorithm for least squares linear prediction problems
scientific article; zbMATH DE number 3942985

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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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