Square root filtering in time-sequential estimation of random fields

Toshio M. Chint, W. Clem Karl, Arthur J. Mariano, Alan S. Willsky

Research output: Contribution to journalConference article

2 Citations (Scopus)

Abstract

As a time-sequential and Bayesian front-end for image sequence processing, we consider the square root information (SRI) realization of Kalman filter. The computational complexity of the filter due to the dimension of the problem - the size of the state vector is on the order of the number of pixels in the image frame - is decreased drastically using a reduced-order approximation exploiting the natural spatial locality in the random field specifications. The actual computation for the reduced-order SRI filter is performed by an iterative and distributed algorithm for the unitary transformation steps, providing a potentially faster alternative to the common QR factorization-based methods. For the space-time estimation problems, near-optimal solutions can be obtained in a small number of iterations (e.g. less than 10), and each iteration can be performed in a finely parallel manner over the image frame, an attractive feature for a dedicated hardware implementation.

Original languageEnglish (US)
Pages (from-to)51-58
Number of pages8
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume1903
DOIs
StatePublished - Apr 8 1993
EventImage and Video Processing 1993 - San Jose, United States
Duration: Jan 31 1993Feb 5 1993

Fingerprint

Sequential Estimation
Factorization
Square root
Parallel algorithms
Kalman filters
Random Field
Computational complexity
Image Sequence Processing
Filtering
Pixels
Filter
Specifications
Hardware
Iteration
QR Factorization
Unitary transformation
iteration
Approximation Order
Hardware Implementation
Processing

ASJC Scopus subject areas

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering

Cite this

Square root filtering in time-sequential estimation of random fields. / Chint, Toshio M.; Karl, W. Clem; Mariano, Arthur J.; Willsky, Alan S.

In: Proceedings of SPIE - The International Society for Optical Engineering, Vol. 1903, 08.04.1993, p. 51-58.

Research output: Contribution to journalConference article

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