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Extended Kalman Filter

Lennart Ljung
- pp 1581
TLDR
The Radar Tracker example was chosen to demonstrate Altera’s unique solution of the Kalman Filter that demonstrates the possibility of offloading a CPU by executing a portion of the algorithm in FPGA fabric.
Abstract
of the Kalman Filter that is suited to work with systems whose model contains non-linear behavior. The algorithm linearizes the non-linear model at the current estimated point in an iterative manner as a process evolves. Although EKF can be used in a very wide range of applications, the Radar Tracker example was chosen to demonstrate Altera’s unique solution. Typically EKF requires significant computational efforts due to multiple matrix operations, including matrix inversion. This design demonstrates the possibility of offloading a CPU by executing a portion of the algorithm in FPGA fabric.

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