Parallel Algoritims for Kalman Filtering

Recently, in Meyer and Weinert [in "Statistical Signal Processlng," edt. by E.J. Wegman and J.G. Smith (Marcel Dekar Inc., 1984)] and Nikias [IEEE Trans. on ASSP, pp. 770-779, Aug. 1984] some new structures for parallel data processing were given. Both the structures break up the data sequence into different segments (for example at even and odd time instants), and then a hierarchical scheme is used to process the data. In this short paper, based on the two references above, we present two structures for the parallel implementation of Kalman Filters.