The full text of this article/chapter:
Time invariant Kalman filter implementation via general Chandrasekhar algorithm
by N. Assimakis, A. Kechriniotis, S. Voliotis, F. Tassis
12th International Workshop on Systems, Signals and Image Processing (IWSSIP), Vol. 1, No. 1, 2005
Abstract: An implementation of the time invariant Kalman Filter using the General Chandrasekhar Algorithm is presented and compared to the classical one. A method is proposed to a-priori decide which implementation is faster.
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