TY - GEN
T1 - Parallel Kalman filtering on the Connection Machine
AU - Palis, Michael A.
AU - Krecker, Donald K.
PY - 1990
Y1 - 1990
N2 - A parallel algorithm for square-root Kalman filtering has been developed and implemented on the Connection Machine (CM). Performance measurements show that the CM filter runs in time linear in the state vector size. This represents a great improvement over serial implementations, which run in cubic time. A specific multiple-target-tracking application in which several targets are to be tracked simultaneously, each requiring one or more filters, is considered. A parallel algorithm that, for fixed-size filters, runs in constant time, independently of the number of filters simultaneously processed, has been developed.
AB - A parallel algorithm for square-root Kalman filtering has been developed and implemented on the Connection Machine (CM). Performance measurements show that the CM filter runs in time linear in the state vector size. This represents a great improvement over serial implementations, which run in cubic time. A specific multiple-target-tracking application in which several targets are to be tracked simultaneously, each requiring one or more filters, is considered. A parallel algorithm that, for fixed-size filters, runs in constant time, independently of the number of filters simultaneously processed, has been developed.
UR - http://www.scopus.com/inward/record.url?scp=0025561162&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0025561162&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:0025561162
SN - 0818620536
T3 - Proc 3 Symp Front Massively Parallel Comput Frontiers 90
SP - 55
EP - 58
BT - Proc 3 Symp Front Massively Parallel Comput Frontiers 90
PB - Publ by IEEE
T2 - Proceedings of the 3rd Symposium on the Frontiers of Massively Parallel Computation - Frontiers '90
Y2 - 8 October 1990 through 10 October 1990
ER -