收缩平方根信息卡尔曼滤波器

[1988] Proceedings. International Conference on Systolic Arrays Pub Date : 1988-05-25 DOI:10.1109/ARRAYS.1988.18101

F. Gaston, G. Irwin

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引用次数: 11

摘要

本文描述了一种基于正交变换的卡尔曼滤波算法，并对其进行了数学证明。该滤波器可在矩形收缩阵列上使用 n(n+1) 个处理单元实现，测量间隔时间为 3n+m 步。该算法与 M.J. Chen 和 K. Yao（1986 年）以及 S.Y. Kung（1988 年）的最新研究成果进行了比较，结果表明，该算法的处理器利用率约为 Chen 和 Yao 的两倍，速度比 Kung 的算法快 25%。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A systolic square root information Kalman filter

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.<>

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[1988] Proceedings. International Conference on Systolic Arrays

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