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Parallel State Estimation for Systems With Integrated Measurements

delete2025-01-01
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OA
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F
Fatemeh Yaghoobi *
S
Simo Särkkä
DOI:10.1109/LSP.2024.3519258delete
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Abstract

Abstract

En 中文
This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications, and they appear in analysis of data resulting from processes that require material collection or integration over the sampling period. Current state estimation methods for SRTM are inherently sequential, preventing temporal parallelization in their standard form. This paper proposes parallel Bayesian filters and smoothers for linear Gaussian SRTM models. For that purpose, we develop a novel smoother for SRTM models and develop parallel-in-time filters and smoother for them using an associative scan-based parallel formulation. Empirical experiments ran on a GPU demonstrate the superior time complexity of the proposed methods over traditional sequential approaches.
Keywords:
State estimation
Smoothing methods
Bayes methods
Mathematical models
Time complexity
Kalman filters
Time measurement
Signal processing algorithms
Particle measurements
Atmospheric measurements
Integrated measurements
state estimation
parallel-in-time filtering and smoothing

Journal

IEEE Signal Processing Magazine cover
IEEE Signal Processing Magazine
IF:
9.6
Papers:
1.1W
Citations:
1.7W

Organization

A
Aalto University
Scholars:
1.6W
Papers: 1.5W
Citations: 2.1W