Title :
A systolic square root information Kalman filter
Author :
Gaston, F.M.F. ; Irwin, G.W.
Author_Institution :
Dept. of Electr. & Electron. Eng., Queen´´s Univ. of Belfast, UK
Abstract :
An alternative square-root-information Kalman filter algorithm based on orthogonal transformation is described and proved mathematically. The filter can be realized on a rectangular systolic array using n(n+1) processing cells and takes 3n+m timesteps between measurements. Comparisons are made with recent work of M.J. Chen and K. Yao (1986) and S.Y. Kung (1988), and it is shown that this algorithm achieves a processor utilization of approximately twice that of Chen and Yao at a speed that is 25% faster than Kung´s.<>
Keywords :
Kalman filters; cellular arrays; least squares approximations; orthogonal transformation; processor utilization; rectangular systolic array; systolic square root information Kalman filter; Covariance matrix; Equations; Information filtering; Information filters; Kalman filters; Signal processing algorithms; State estimation; Symmetric matrices; Systolic arrays; Vectors;
Conference_Titel :
Systolic Arrays, 1988., Proceedings of the International Conference on
Conference_Location :
San Diego, CA, USA
Print_ISBN :
0-8186-8860-2
DOI :
10.1109/ARRAYS.1988.18101
