Square-root algorithms for parallel processing in optimal estimation

DOI10.1016/0005-1098(79)90046-3zbMath0408.93038OpenAlexW1973475785MaRDI QIDQ1258711

Thomas Kailath, J. R. Dobbins, Martin Morf, Benjamin Friedlander

Publication date: 1979

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(79)90046-3

zbMATH Keywords

Parallel ProcessingState EstimationKalman FiltersLarge Scale SystemsDiscrete-Time Linear SystemsSquare-Root AlgorithmsTime- Invariant

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Large-scale systems (93A15) Theory of operating systems (68N25)

Related Items

ARMAX lattice algorithm for identification and prediction of dynamic systems, Stability of dynamic models obtained by ARMAX lattice predictor, Discussion of Square root algorithms for parallel processing in optimal estimation, Parallel smoothing, Periodic solutions of Riccati equations applied to multirate sampling, Optimal structurally partitioned filter for undisturbable stochastic systems Part I. Basic theory, Some alternatives in recursive estimation†, Inner-outer factorization and the inversion of locally finite systems of equations

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