Systolic Kalman filtering: an overview
F.M.F. Gaston, G.W. Irwin · IEE Proceedings D Control Theory and Applications · 1990
The paper reviews published systolic algorithms for both standard and square-root Kalman filtering. The formation of these complex arrays from simpler ones for matrix computations, including multiplication, backsubstitution, orthogonal decomposition and the Schur complement, is described. The Kalman filter arrays are compared in terms of the number of parallel computations required and the speed and efficiency of the algorithm.