Open AccessDistributed Periodic Steady State Kalman Filter
Author(s) -
Nicholas Assimakis,
Μαρία Αδάμ,
Christos G. Massouros
Publication year - 2022
Publication title -
international journal of circuits, systems and signal processing
Language(s) - English
Resource type - Journals
ISSN - 1998-4464
DOI - 10.46300/9106.2022.16.83
Subject(s) - kalman filter , steady state (chemistry) , finite impulse response , computer science , control theory (sociology) , idle , extended kalman filter , speedup , fast kalman filter , impulse (physics) , algorithm , parallel computing , physics , artificial intelligence , chemistry , control (management) , quantum mechanics , operating system
In this paper a distributed implementation for the periodic steady state Kalman filter is proposed. The distributed algorithm has parallel structure and can be implemented using processors in parallel without idle time. The number of processors is equal to the model period. The resulting speedup is also derived. The Finite Impulse Response (FIR) form of the periodic steady state Kalman filter is derived.