Systolic approach to square root information Kalman filtering
F.M.F. Gaston, G.W. Irwin · International Journal of Control · 1989
The systolic approach to Kalman filtering is described, which reduces an algorithm to its computational components which can then be mapped onto a parallel processing array. Square root information processing is considered, and two new algorithms are derived from a least-squares viewpoint and are shown to be equivalent to the Kalman filter. Candidate systolic array architectures are developed, which compare favourably with recently published results.