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Altera_Forum
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17 years ago

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 b...
Altera_Forum's avatar
Altera_Forum
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17 years ago

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.