Hello,I need to implement Kalman Filter in one FPGA. The botleneck for the implementation of the Kalman filter is the Matrix inversion. Someone can suggest me which algorithm would be better according with the architecture of usual FPGAs. Thank you. Diego Botero.
it's strongly ligated to your matrix size. For small matrices (2x2 or 3x3), you could use the determinant and the conjugate matrix. This approach uses multipliers and a divider circuit. For bigger matrices it's recomended a QRD-RLS decomposition.