Every single time I've seen an algorithm implemented on an FPGA -- and by some pretty damned smart FPGA people I might add -- it's taken about ten times more calendar time and engineering effort to get it going than to do the same damned thing with software. When they were done, every time a change was necessary it took ten times longer to implement the change than if the algorithm were implemented in software.
I've done a bit of FPGA work myself, too. While I can't claim to be an expert, what I've done backs up my impression that making things work on an FPGA requires a higher level of attention to more necessary details than assembly language programming does.
So as far as I'm concerned, FPGAs are there for when there's not a suitable processor that's fast enough to haul the freight.
My point about PCs having processors instead of FPGAs, is that if FPGAs were so easy and handy to use, that's what we'd be using. But we don't
-- we use processors, unless we have to.
But let's put that aside: _you_ are the FPGA expert in this discussion, and _you_ are the one who is challenging my statement that it would be downright stupid to pour engineering resources and schedule months into a rathole just so that you could have a Kalman filter working about 100 times faster than necessary. Since you're such a big enough expert that you can get huffy with me even though I've had experience on projects that use combined processor and FPGA systems to get a job done, I figure that _you_ can be the expert to go to the effort to assess the engineering time necessary to make an extended Kalman filter work on an FPGA.
Your benchmark is 20 engineering hours, which is how long it took me to get the Kalman filter working acceptably on a PC.
Lest you think I'm being mean, that's both an underestimate of the time, and it's for _just_ the time I spent making the core filter work -- it ignores the extra time that you or some software guy would have to spend actually getting a display device to _talk_ to your FPGA, vs. the ease of interfacing to a chunk of code that's executing on the PC you're using.
So get cracking, or back off.