Parallel realizations of 2-D recursive Kalman filters
This paper presents parallel realizations of the two-dimensional reduced update Kalman filter. It is shown that sufficiently spaced pixels on certain diagonals may be predicted and updated in parallel. This parallelism is then exploited on a conventional shared memory parallel processor and timings are reported. Predicted performance is provided for area-array SIMD type parallel processors, e.g. CLIP4 and CLIP7.