1994 年 1994 巻 p. 217-222
While Kalman filter has found frequent applications to many signal processing problems, its variant namely, the square root information filter (SRIF) method that is more accurate, stable and efficient than the original Kalman filter algorithm received little attention. It is partialy because that standard SRIF requires matrix inversion and matrix multiplication which are computationally intensive. To solve this problem, a modified Faddeeva algorithm is utilized for matrix manipulation and it subsequently yields to a faster VLSI systolic arrays. In the paper, detailed analysis of SRIF is treated with an actual VLSI systoric array implementation.