Systolic approach to square root information Kalman filtering
- 1 July 1989
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 50 (1) , 225-248
- https://doi.org/10.1080/00207178908953360
Abstract
The systolic approach to Kalman filtering is described, which reduces an algorithm to its computational components which can then be mapped onto a parallel processing array. Square root information processing is considered, and two new algorithms are derived from a least-squares viewpoint and are shown to be equivalent to the Kalman filter. Candidate systolic array architectures are developed, which compare favourably with recently published results.Keywords
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