Analysis of the time invariant Kalman Filter implementation via General Chandrasekhar algorithm
by Nicholas Assimakis, Aristides Kechriniotis, Stamatis Voliotis, Fotis Tassis, Maria Kousteri
International Journal of Signal and Imaging Systems Engineering (IJSISE), Vol. 1, No. 1, 2008

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.

Online publication date: Sat, 12-Apr-2008

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