Journal of vlsi signal processing vol:8 issue:3 pages:283-291
Several systolic Kalman filters have appeared in the literature, with often complex hardware constructs to accomodate the algorithmic 'anomalies'. Here, we follow a different route by working the original information filter into a so-called 'Jacobi-type' algorithm, which is much more regular and directly fits onto a common and general Jacobi-type systolic array. The efficiency of the resulting systolic implementation is still comparable to what is achieved with the best of the other solutions. The advantage here is that one ends up with one type of array, which is suitable for a whole set of problems/algorithms, whereas otherwise the array is exclusively tuned to Kalman filtering. The aim of this report is thus to demonstrate the usefulness of these Jacobi-type arrays, rather than to come up with yet another systolic Kalman filter.