Multi-core and SIMD architecture based implementation of recursive digital filtering algorithms

Implementation of recursive filtering equations using parallel computer architecture is difficult because of the dependency problem. In this paper, parallel computation of recursive filtering equations is studied for multi-core architecture with SIMD (Single Instruction Multiple Data) arithmetic support. In order to exploit both SIMD and multi-core features, a multi-block parallel processing algorithm is employed, which computes the particular solutions for multiple blocks simultaneously and then compensates for the homogeneous solutions. The implementation results are obtained using a Pentium quad-core CPU supporting four-way SIMD processing.