Parallel and Sequential Block Kalman Filtering and Their Implementations Using Systolic Arrays

IEEE Transactions on Signal Processing

Volumn 39, Issue 1, 1991, Pages 137-147

  Azimi Sadjadi, Mahmood R ^a   Lu, Tongxin ^a   Nebot, Eduardo M ^b  

^a Veterinary Dentistry and Oral Surgery   (United States)

^b UNIVERSIDAD NACIONAL DEL SUR   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING--ALGORITHMS; MATHEMATICAL TECHNIQUES--ESTIMATION;

BLOCK KALMAN FILTERING; PARALLEL KALMAN FILTERING; SEQUENTIAL KALMAN FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 0025745936     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.80772     Document Type: Article

References (20)

1. C. S. Burrus, “Block realization of digital filters,” IEEE Trans. Audio Electroacoust., vol. AU-20, pp. 230–235, Oct. 1972.
2. R. A. Meyer and C. S. Burrus, “Design and implementation of multirate digital filters,” IEEE Trans. Acoust., Speech, Signal. Processing, vol. ASSP-24, pp. 53–58, Feb. 1976.
3. G. A. Clark, S. K. Mitra, and S. R. Parker, “Block implementation of adaptive digital filters,” IEEE Trans. Circuits Syst., vol. CAS-28, 584–592, June 1981.
4. C. W. Barnes and S. Shinnaka, “Block-shift invariance and block implementation of discrete-time filters,” IEEE Trans. Circuits vol. CAS-27, 667–672, Aug. 1980.
5. B. D. O. Anderson, S. K. Mitra, and N. S. Ramesh, “Block Kalman filtering,” in Proc. Euro. Conf. Circuit Theory Design (The Hague, The Netherlands), 1981, pp. 723–731.
6. A. K. Jain and J. Jasiulek, “Fast Fourier transform algorithms for linear estimation, smoothing, and Riccati equations,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-31, pp. 1435–1446, Dec. 1983.
7. H. H. Lu, E. A. Lee, and D. G. Messerschmitt, “Fast recursive filtering with multiple slow processing elements,” IEEE Trans. Circuits vol. CAS-32, 1119–1129, Nov. 1985.
8. K. K. Parhi and D. G. Messerschmitt, “Look-ahead computation: Improving iteration bound in linear recursions,” in Proc. IEEE Int. Conf. Acoust., Speech, Signal Processing (Dallas, TX), 1987.
9. K. K. Parhi and D. G. Messerschmitt, “Block digital filtering via incremental block-state structure,” in Proc. IEEE Int. Symp. Circuits (Philadelphia, PA), May 1987.
10. K. Khorasani and M. R. Azimi-Sadjadi, “Feedback control of two-time scale block implemented discrete time systems,” IEEE Trans. Automat. Contr., vol. AC-32, pp. 69-73, Jan. 1987.
11. S. L. Marple, Digital Spectral Analysis with Applications. Englewood Cliffs, NJ: Prentice-Hall, 1987.
12. A. P. Sage and J. L. Melsa, Estimation Theory with Applications to Communications and Control. New York: McGraw-Hill, 1971.
13. H. G. Yeh, “Systolic implementation on Kalman filters,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-36, pp. 1514–1517, 1988.
14. J. H. Graham and T. F. Kadela, “Parallel algorithms and architectures for optimal state estimation,” IEEE Trans. Comput., vol. C-34, 1061–1068, Nov. 1985.
15. S. Y. Kung, VLSI Array Processors. Englewood Cliffs, NJ: Prentice-Hall, 1988.
16. Electron. Design, Oct. 31, 1984.
17. T. Lu, “Implementations, algorithms, and architectures for 2-D recursive filtering,” M.S. thesis, Colorado State Univ., July 1988.
18. S. Y. Kung and J. N. Hwang, “Systolic designs for state-space models: Kalman filtering and artificial neural networks,” in Proc. 26th IEEE Conf. Decision Contr. (Los Angeles, CA), Dec. 1987, pp. 1461–1467.
19. W. G. Bliss and L. L. Scharf, “Algorithms and architectures for dynamic programming on Markov chains,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-37, pp. 900–912, June 1989.
20. R. K. Mehra, “On-line identification of linear dynamic systems with applications to Kalman filtering,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 12–21, Feb. 1971.