Implementation of Kalman class of filters on microprocessors

The main objective of this paper is to make a close study of the problems and issues concerning the implementation of Kalman class of filtering algorithms on microprocessors. Important considerations which matter in such implementation for optimum results for a given problem are outlined. An example is included in the end which shows the application of an adaptive Kalman filter for tracking highly maneuvering target using a radar and its implementation on microprocessor. The results obtained using microprocessor are found to be in close accordance with those obtained on the computer.