Title :
Parallel filtering and smoothing algorithms
Author_Institution :
Systems Control Inc., Palo Alto, CA, USA
fDate :
10/1/1974 12:00:00 AM
Abstract :
This paper develops algorithms for filtering and smoothing for parallel computers. Numerical results are presented and implementation details are discussed. In the example it is illustrated that parallel methods have better convergence properties than nonparallel methods for nonlinear problems.
Keywords :
Filtering; Nonlinear filtering; Nonlinear systems, continuous-time; Parallel processing; Smoothing methods; Boundary value problems; Concurrent computing; Data analysis; Differential equations; Filtering algorithms; Information filtering; Information filters; Matrix converters; Smoothing methods; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100646
