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| E.K.B. Lee, S. Haykin, "Parallel Implementation of the Extended Square-Root Covariance Filter for Tracking Applications," IEEE Transactions on Parallel and Distributed Systems, vol. 4, no. 4, pp. 446-457, April, 1993. | |||
| BibTex | x | ||
| @article{ 10.1109/71.219759, author = {E.K.B. Lee and S. Haykin}, title = {Parallel Implementation of the Extended Square-Root Covariance Filter for Tracking Applications}, journal ={IEEE Transactions on Parallel and Distributed Systems}, volume = {4}, number = {4}, issn = {1045-9219}, year = {1993}, pages = {446-457}, doi = {http://doi.ieeecomputersociety.org/10.1109/71.219759}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - JOUR JO - IEEE Transactions on Parallel and Distributed Systems TI - Parallel Implementation of the Extended Square-Root Covariance Filter for Tracking Applications IS - 4 SN - 1045-9219 SP446 EP457 EPD - 446-457 A1 - E.K.B. Lee, A1 - S. Haykin, PY - 1993 KW - Index Termsextended square-root covariance filter; tracking; tracking Kalman filter; computationalrequirements; parallelism; decoupling technique; Kalman gain; Kalman filters; parallelalgorithms VL - 4 JA - IEEE Transactions on Parallel and Distributed Systems ER - | |||
Parallel implementations of the extended square-root covariance filter (ESRCF) for tracking applications are developed. The decoupling technique and special properties used in the tracking Kalman filter (KF) are employed to reduce computational requirements and to increase parallelism. The application of the decoupling technique to the ESRCF results in the time and measurement updates of m decoupled (n/m)-dimensional matrices instead of one coupled n-dimensional matrix, where m denotes the tracking dimension and n denotes the number of state elements. The updates of m decoupled matrices are found to require approximately m fewer processing elements and clock cycles than the updates of one coupled matrix. The transformation of the Kalman gain which accounts for the decoupling is found to be straightforward to implement. The sparse nature of the measurement matrix and the sparse, band nature of the transition matrix are explored to simplify matrix multiplications.
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