Re: inverse matrix

mswu wrote: 
Hi,

I want to implement a Kalman-filter on a DSP56F8323. To do that I need to
compute a matrix (9x9). Using Gauss-Jordan algorithmen I need to divide a
lot of figures. In my eyes there is a problem using fixed point
arithmetics. Its not allowed to divide a smaller figure through a bigger
one because the figure range is -1 to 0.999 and it would result in bigger
than 1. I am DSP newby so it would be nice when somebody could help me.

Best regards,
Maik Schormann 


		
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I think your better off using a Cholesky update variation of the Kalman filter.
.

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