Analysis of the time invariant Kalman Filter implementation via General Chandrasekhar algorithm
Nicholas Assimakis, Aristides I. Kechriniotis, Stamatis Voliotis, Fotis Tassis, Maria Kousteri · International Journal of Signal and Imaging Systems Engineering · 2008
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.