DocumentCode
805467
Title
On the suboptimality of a parallel Kalman filter
Author
Hashemi, Ray H. ; Laub, Alan J.
Author_Institution
Miami Univ., Coral Gables, FL, USA
Volume
33
Issue
2
fYear
1988
fDate
2/1/1988 12:00:00 AM
Firstpage
214
Lastpage
217
Abstract
A filtering scheme has been proposed in the literature that attempts to achieve a certain amount of parallelism in a discrete-time Kalman filter by forcing the measurement- and time-update levels of the filter to decouple whereby the two levels may be run in parallel. The authors use an error covariance analysis to prove that the proposed filter is suboptimal and is not, in fact, a Kalman filter
Keywords
Kalman filters; discrete time systems; filtering and prediction theory; error covariance analysis; parallel Kalman filter; suboptimality; Equations; Error analysis; Filtering; Filters; Manipulators; Multisensor systems; Robotics and automation; Signal processing; Time measurement; Velocity measurement;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.394
Filename
394
Link To Document