Title: Analysis of the time invariant Kalman Filter implementation via General Chandrasekhar algorithm

Authors: Nicholas Assimakis, Aristides Kechriniotis, Stamatis Voliotis, Fotis Tassis, Maria Kousteri

Addresses: Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece. ' Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece. ' Department of Electrical Engineering, Technological Educational Institute of Chalkida, 34400 Psahna, Greece. ' Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece. ' Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece

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.

Keywords: estimation; time invariant Kalman filter; general Chandrasekhar algorithm.

DOI: 10.1504/IJSISE.2008.017774

International Journal of Signal and Imaging Systems Engineering, 2008 Vol.1 No.1, pp.51 - 57

Published online: 12 Apr 2008 *

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