Real Time Architectures for the Zakai Equation and Applications
Conference : Conference honoring Professor Moshe Zakai on his 60th Birthday Stochastic Analysis Liber Amicorum for Moshe Zakai E. Mayer-Wolf E. Merzbach and A. Shwartz (Edts) Academic Press pp. 15-38
Date: June 01 - June 01, 1991
We examine in detail real-time architectures for the sequential detection and/or estimation problems for diffusion type signals. We demonstrate the fundamental role played by Zaki equation in defining candidate architectures. For scalar and two dimensional state models an architecture based on systolic arrays is derived. For higher dimensional implementation of the Multigrid algorithm is derived. Properties of the architectures and practical hardware implementation results are also reported.