Implementing the square-root information Kalman filter on a Jacobi-type systolic array

Several systolic Kalman lters have appeared in the literature, with often complex hardware constructs to accomodate the algorithmic `anomalies'. Here, we follow a di erent route by working the original information lter into a so-called `Jacobi-type' algorithm, which is much more regular and directly ts onto a common and general Jacobi-type systolic array. The e ciency of the resulting systolic implementation is still comparable to what is achieved with the best of the other solutions. The advantage here is that one ends up with one type of array, which is suitable for a whole set of problems/algorithms, whereas otherwise the array is exclusively tuned to Kalman ltering. The aim of this report is thus to demonstrate the usefulness of these Jacobi-type arrays, rather than to come up with yet another systolic Kalman lter.