Title :
Parallel computation in linear discrete filtering
Author_Institution :
Metropolitan College of Technology of Tokyo, Japan
fDate :
8/1/1975 12:00:00 AM
Abstract :
Friedland´s algorithm for decoupling the bias estimate in the linear optimal filtering is extended to the decoupling of the randomly varying bias terms.
Keywords :
Linear systems, stochastic discrete-time; State estimation; Concurrent computing; Eigenvalues and eigenfunctions; Equations; Filtering; Gaussian noise; Large-scale systems; Nonlinear filters; State estimation; Symmetric matrices; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1101003
