A parallel decomposition for Kalman filters

DOI10.1109/9.50347MaRDI QIDQ3481608zbMATH OpenOpenAlexFDO

Authors Ian B. Rhodes

Publication date 1990

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.50347

zbMATH Keywords

Kalman filterdecompositiontime-invariantparallel processors

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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(10)

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• Space-Time Decomposition of Kalman Filter
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• Computationally efficient optimal output decentralized estimation
• On the suboptimality of a parallel Kalman filter
• Full parallel decomposition of computational algorithm with discrete state estimator
• A superposition principle for the Kalman filter
• Scheduling parallel Kalman filters for multiple processes
• A parallel architecture for Kalman filter measurement update and parameter estimation
• On the parallel implementations of the linear Kalman and Lainiotis filters and their efficiency

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