Title :
Parallel smoothing for time-invariant two-point boundary value systems
Author :
Tewfik, Ahmed H.
Author_Institution :
Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA
Abstract :
A parallel and stable algorithm is presented for solving the smoothing problem for two-point boundary value systems. The algorithm uses the generalized Schur decomposition of matrix pencils to decouple the Hamiltonian system that governs the solution to the two-point boundary value smoothing problem into forward-stable and backward-stable recursions. Associative fan-in algorithms are then used to compute in a parallel stable fashion the various quantities that are needed to evaluate the solution of the forward and backward recursions. Those solutions are finally combined to obtain the desired smoothed estimates. The total running time of this procedure is O(log K) time units for 1-D smoothing problems defined on the interval [0, K]. The algorithm is characterized by a high efficiency and low interprocessor communications requirements
Keywords :
boundary-value problems; filtering and prediction theory; matrix algebra; signal processing; stochastic processes; Hamiltonian system; Schur decomposition; backward-stable recursions; filtering; forward stable recursions; interprocessor communications; matrix pencils; parallel smoothing; stochastic processes; time-invariant two-point boundary value systems; Concurrent computing; Image sensors; Matrix decomposition; Meteorology; Sensor systems; Signal processing algorithms; Smoothing methods; Stochastic processes; Throughput; Trajectory;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194728
