Title :
Parallel Implementation of M-Step Kalman FIR Filter for Linear Discrete Time-invariant Systems
Author :
Quan, Zhonghua ; Sheng Ai Xuan ; Han, Soohee ; Wook Hyun Kwon
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Seoul Nat. Univ.
Abstract :
This paper proposes a new version of the receding horizon Kalman FIR (RHKF) filter called M-step Kalman FIR filter. The proposed filter is with an FIR filter form and can be represented in an iterative form as well as in a standard FIR form. The proposed filter can be implemented in parallel which is call parallel M-step Kalman FIR filter and thus the computation time can be reduced compared with that of the existing RHKF filter while it still preserves the good properties of the RHKF filter such as deadbeat and unbiasedness. The validity of the proposed filter is illustrated by simulation studies
Keywords :
FIR filters; Kalman filters; discrete time systems; linear systems; parallel algorithms; finite impulse response; linear discrete time-invariant systems; parallel M-step Kalman FIR filter; parallel algorithm; Concurrent computing; Electronic mail; Finite impulse response filter; Gaussian noise; IIR filters; Integral equations; Kalman filters; Nonlinear filters; State estimation; Vectors; FIR filter; M-step; deadbeat; parallel; unbiasedness;
Conference_Titel :
SICE-ICASE, 2006. International Joint Conference
Conference_Location :
Busan
Print_ISBN :
89-950038-4-7
Electronic_ISBN :
89-950038-5-5
DOI :
10.1109/SICE.2006.315269
