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

fYear

1988

fDate

7-9 Dec 1988

Firstpage

2230

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1988., Proceedings of the 27th IEEE Conference on

Conference_Location

Austin, TX

Type

conf

DOI

10.1109/CDC.1988.194728

Filename

194728