Abstract
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 n/sup 2//2 processors and provides a speed-up of n/sup 2//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. >
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