DocumentCode
1365301
Title
Systolic Kalman filtering: an overview
Author
Gaston, F.M.F. ; Irwin, G.W.
Author_Institution
Dept. of Electr. & Electron. Eng., Queen´´s Univ., UK
Volume
137
Issue
4
fYear
1990
fDate
7/1/1990 12:00:00 AM
Firstpage
235
Lastpage
244
Abstract
The paper reviews published systolic algorithms for both standard and square-root Kalman filtering. The formation of these complex arrays from simpler ones for matrix computations, including multiplication, backsubstitution, orthogonal decomposition and the Schur complement, is described. The Kalman filter arrays are compared in terms of the number of parallel computations required and the speed and efficiency of the algorithm.
Keywords
Kalman filters; filtering and prediction theory; parallel algorithms; Kalman filtering; Schur complement; backsubstitution; filter arrays; matrix computations; multiplication; orthogonal decomposition; parallel computations; systolic algorithms;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings D
Publisher
iet
ISSN
0143-7054
Type
jour
Filename
56138
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