A parallel square-root algorithm for modified extended Kalman filter

A parallel square-root algorithm and its systolic array implementation are proposed for performing modified extended Kalman filtering (MEKF). The proposed parallel square-root algorithm is designed based on the singular value decomposition (SVD) and the Faddeev algorithm, and a very large scale inte...

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Bibliographic Details
Published in:IEEE transactions on aerospace and electronic systems Vol. 28; no. 1; pp. 153 - 163
Main Authors: Lu, M., Qiao, X., Chen, G.
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.01.1992
Institute of Electrical and Electronics Engineers
Subjects:
Applied sciences
Communication system control
Control systems
Exact sciences and technology
Filtering algorithms
Information, signal and communications theory
Kalman filters
Linear approximation
Mathematical methods
Nonlinear filters
Signal processing algorithms
State estimation
Telecommunications and information theory
Vectors
Very large scale integration
VLSI circuit
Kalman filter
Theoretical study
Reliability
Performance
Systolic network
Algorithm
Implementation
ISSN:0018-9251, 1557-9603
Online Access:Get full text
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Summary:A parallel square-root algorithm and its systolic array implementation are proposed for performing modified extended Kalman filtering (MEKF). The proposed parallel square-root algorithm is designed based on the singular value decomposition (SVD) and the Faddeev algorithm, and a very large scale integration (VLSI) systolic array architecture is developed for its implementation. Compared to other square root Kalman filtering algorithms, the proposed method is more numerically stable. The VLSI architecture described has good parallel and pipelining characteristics in applying to the MEKF and achieves higher efficiency. For n-dimensional state vector estimations, the proposed architecture consists of O(2n/sup 2/) processing elements and uses O((s+17)n) time-steps for a complete iteration at each instant, in contrast to the complexity of O((s+6)n/sup 3/) time-steps for a sequential implementation, where s approximately=log n.< >
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ISSN:0018-9251
1557-9603
DOI:10.1109/7.135441