Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第25回ISCIE「確率システム理論と応用」国際シンポジウム(1993年11月, 大阪)
Systolic Implementation on SRIF Algorithm
K. IwamiK. TanakaT. Nakamizo
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1994 年 1994 巻 p. 217-222

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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.

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© 1994 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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