Distributed Periodic Steady State Kalman Filter

Abstract

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.