Systolic implementations of up/down-dating cholesky factorization using vectorized Gram-Schmidt pseudo orthoganalization

We propose a new class ofhyperbolic Gram-Schmidt methods to simultaneously update and downdate the Cholesky factor of a sample covariance matrix efficiently with applications to sliding window recursive least squares (RLS) filtering problems. Several vectorized versions of this Gram-Schmidt approach are introduced, which include conventional column-updating, modified row/column-updating, and square-root-free methods. Comparisons to the existing known methods, such as Householder transformation and Givens rotation, are also given. Upon further reformulating these algorithms, a systolic triarray structure is proposed to facilitate VLSI implementations.

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