DocumentCode
2852023
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
fYear
1988
fDate
25-27 May 1988
Firstpage
643
Lastpage
652
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Systolic Arrays, 1988., Proceedings of the International Conference on
Conference_Location
San Diego, CA, USA
Print_ISBN
0-8186-8860-2
Type
conf
DOI
10.1109/ARRAYS.1988.18101
Filename
18101
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