{"title":"A systolic square root information Kalman filter","authors":"F. Gaston, G. Irwin","doi":"10.1109/ARRAYS.1988.18101","DOIUrl":null,"url":null,"abstract":"An alternative square-root-information Kalman filter algorithm based on orthogonal transformation is described and proved mathematically. The filter can be realized on a rectangular systolic array using n(n+1) processing cells and takes 3n+m timesteps between measurements. Comparisons are made with recent work of M.J. Chen and K. Yao (1986) and S.Y. Kung (1988), and it is shown that this algorithm achieves a processor utilization of approximately twice that of Chen and Yao at a speed that is 25% faster than Kung's.<<ETX>>","PeriodicalId":339807,"journal":{"name":"[1988] Proceedings. International Conference on Systolic Arrays","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1988-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"[1988] Proceedings. International Conference on Systolic Arrays","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ARRAYS.1988.18101","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 11
Abstract
An alternative square-root-information Kalman filter algorithm based on orthogonal transformation is described and proved mathematically. The filter can be realized on a rectangular systolic array using n(n+1) processing cells and takes 3n+m timesteps between measurements. Comparisons are made with recent work of M.J. Chen and K. Yao (1986) and S.Y. Kung (1988), and it is shown that this algorithm achieves a processor utilization of approximately twice that of Chen and Yao at a speed that is 25% faster than Kung's.<>