Distributed Periodic Steady State Kalman Filter

• Published in: International Journal of Circuits, Systems and Signal Processing
• Main Author: Assimakis N., Adam M., Massouros C.
• Format: Article in Journal/Newspaper
• Language: English
• Published: 2022
• Subjects: FIR filters; Impulse response; Parallel algorithms; Parallel processing systems; Distributed implementation; Finite-impulse response; Idle time; Parallel structures; Periodic models; Steady sate; Steady-state Kalman filters; Kalman filters; North Atlantic University Union NAUN; North Atlantic
• Online Access: http://hdl.handle.net/11615/70889; https://doi.org/10.46300/9106.2022.16.83

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. © 2022, North Atlantic University Union NAUN. All rights reserved.