An efficient triarray systolic design for real-time Kalman filtering

Systolic Kalman (SK) filter designs are presented which are based on a triangular array (triarray) configuration. In order to facilitate the systolic design, the original algorithm for the Kalman filter estimation is reformulated in a new least-squares formulation. The design has advantages in both numerical accuracy and computational efficiency. For the case of white additive noise, the SK-W filter design uses approximately n²/2 processors and provides a speed-up of n²/2, with a nearly 100% utilization rate. For the case of colored additive noise, the SK-C filter design also offers comparable speed-up performance