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Systolic array implementation of second-order Kalman filter

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The approach for design of parallel implementation of the second-order Kalman filter using systolic array processors is proposed. The original time complexity of more than 27n3 for sequential processing can be reduced to only 21n+10r-4 in the proposed parallel implementation. The improvement is gained from the utilization of interarray pipelining, concurrent processing and substitution forwarding techniques. The approach is especially suitable for real-time application of the Kalman filter in solving second-order linear system

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Aerospace and Electronic Systems, IEEE Transactions on  (Volume:28 ,  Issue: 4 )