A VLSI Kalman Filter

Kalman filters can be computationally costly but have value in low-latency systems where data integrity is key. There are many formulations which trade off computational cost, speed, and stability. I first produced a review of such optimized forms with respect to their viability in a fast hardware design and then developed an implementation of a form using first-order approximation of some costly terms

Most of this was done in two days. Yay grad school.