A parallel architecture for Kalman filter measurement update and parameter estimation

DOI10.1016/0005-1098(86)90104-4zbMath0589.93059OpenAlexW1982465265MaRDI QIDQ1074550

J. M. Jover, Thomas Kailath

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90104-4

zbMATH Keywords

parameter estimationKalman filtersystolic arraymeasurement updatemodified Givens triangularizationparallel computing structure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Theory of operating systems (68N25)

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Cites Work

• Factorization methods for discrete sequential estimation
• Extension of square-root filtering to include process noise
• Square-root algorithms for least-squares estimation
• Least Squares Computations by Givens Transformations Without Square Roots
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