Design and implementation of Kalman filter

Kalman filter is used in the high rate low-pass filter due to its simple architecture. This paper analyzes the performance of the Kalman filter based on the setting time and amplitude-frequency response, which is significant to the design of Kalman filter. Then this paper proposes a new method of shift operation instead of the original one, which solves the loss of data caused by the original shift operation. The result of the implementation and simulation based on FPGA shows that the proposed method can avoid loss of data.