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Altera_Forum
Honored Contributor I
853 Views

Efficient Matrix Inversion

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.
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3 Replies
Altera_Forum
Honored Contributor I
33 Views

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.

Altera_Forum
Honored Contributor I
33 Views

why do you need to do it by hardware, I've done it in software in a NIOS2

Altera_Forum
Honored Contributor I
33 Views

thank you parrado

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