SIMPLE HARDWARE IMPLEMENTATION OF THE STATIONARY KALMAN FILTER.

The purpose of this paper is to implement the discrete-time Kalman filter for very low frequencies as a simple hardware which is capable of performing discrete-time signal processing operations in a more straightforward manner than possible in digital computers. The discrete-time Kalman filter can be realized with hardware in either of two ways, i. e. , the discrete-time analog or digital type. If accuracies between 0. 1 and 1 percent are required, then the discrete-time analog method simplifies the construction of the filter. The Kalman filter implemented is a kind of discrete-time analog filter which has been proposed by the authors. In this filter, especially, the magnetic delay element is used which has essentially no practical limitations on the long storage time. The results on the estimation of the state obtained from the practical hardware are compared with those obtained from a simulation on the digital computer.