An investigation into Kalman filter target tracking algorithms and their real time parallel transputer implementation

Abstract

For target tracking applications, a Kalman filter is generally used to estimate the kinematic components of a manoeuvring target (position, velocity and acceleration) from noisy measurements. The tracking algorithm is selected according to a trade-off between its performance and real-time computational requirements when choosing the level of complexity of the model. According to the application, either a linear or a nonlinear Kalman filter algorithm can be used to track manoeuvring targets. However, although excellent accuracy estimates can be achieved with any chosen algorithm, it requires a huge amount of calculation thus making real-time processing impossible. This paper investigates the parallel implementation of tracking Kalman filters (EKF, GRF, LDKF and MGEKF) in both 2- and 3-D frames onto a range of transputer topologies to enable practical realisations. The partitioning strategies are highlighted, real-time implementation results are presented, and the relative speedup and efficiency are calculated to evaluate the performance of each parallel implementation.