Title :
A parallel decomposition for Kalman filters
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
fDate :
3/1/1990 12:00:00 AM
Abstract :
A decomposition is given for the implementation of the Kalman filter as a collection of parallel processors. This decomposition is based on the representation of the system as a direct sum of observability subspaces
Keywords :
Kalman filters; filtering and prediction theory; observability; Kalman filters; observability; parallel decomposition; parallel processors; Differential equations; Filtering; Kalman filters; Linear systems; Nonlinear filters; Observability; State estimation; State-space methods; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
