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Parallel Stochastic Estimation on Multicore Platforms
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
2015 (English)Doctoral thesis, monograph (Other academic)
Abstract [en]

The main part of this thesis concerns parallelization of recursive Bayesian estimation methods, both linear and nonlinear such. Recursive estimation deals with the problem of extracting information about parameters or states of a dynamical system, given noisy measurements of the system output and plays a central role in signal processing, system identification, and automatic control. Solving the recursive Bayesian estimation problem is known to be computationally expensive, which often makes the methods infeasible in real-time applications and problems of large dimension. As the computational power of the hardware is today increased by adding more processors on a single chip rather than increasing the clock frequency and shrinking the logic circuits, parallelization is one of the most powerful ways of improving the execution time of an algorithm. It has been found in the work of this thesis that several of the optimal filtering methods are suitable for parallel implementation, in certain ranges of problem sizes. For many of the suggested parallelizations, a linear speedup in the number of cores has been achieved providing up to 8 times speedup on a double quad-core computer. As the evolution of the parallel computer architectures is unfolding rapidly, many more processors on the same chip will soon become available. The developed methods do not, of course, scale infinitely, but definitely can exploit and harness some of the computational power of the next generation of parallel platforms, allowing for optimal state estimation in real-time applications.

Place, publisher, year, edition, pages
Uppsala: Acta Universitatis Upsaliensis, 2015. , 191 p.
Uppsala Dissertations from the Faculty of Science and Technology, ISSN 1104-2516 ; 111
Keyword [en]
Recursive estimation, Parallelization, Bayesian estimation, Anomaly detection
National Category
Control Engineering Signal Processing
Research subject
Electrical Engineering with specialization in Automatic Control
URN: urn:nbn:se:uu:diva-246859ISBN: 978-91-554-9191-8 (print)OAI: diva2:794616
Public defence
2015-05-12, Room 2347, Polacksbacken, Lägerhyddsvägen 2, Uppsala, 13:15 (English)
Swedish Foundation for Strategic Research
Available from: 2015-04-16 Created: 2015-03-11 Last updated: 2015-07-07

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