Systolic Kalman (SK) filter designs are presented which are based on a triangular array (triarray) configuration. In order to facilitate the systolic design, the original algorithm for the Kalman filter estimation is reformulated in a new least-squares formulation. The design has advantages in both numerical accuracy and computational efficiency. For the case of white additive noise, the SK-W filter design uses approximately n**2/2 processors and provides a speed-up of n**2/2, with a nearly 100% utilization rate. For the case of colored additive noise, the SK-C filter design also offers comparable speed-up performance.
|Original language||English (US)|
|Number of pages||4|
|Journal||ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings|
|State||Published - Jan 1 1988|
All Science Journal Classification (ASJC) codes
- Signal Processing
- Electrical and Electronic Engineering