Temporal Parallelization of Bayesian Smoothers
نویسندگان
چکیده
This article presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and operators to pose these problems as solutions all-prefix-sums operations which efficient parallel scan-algorithms are available. present general filtering smoothing equations, specialize them linear/Gaussian models. The advantage proposed is that they reduce linear complexity standard with respect time logarithmic.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.2976316