Discrete Time Kalman and Lainiotis 1 Filters Comparison
Nicholas Assimakis, Μαρία Αδάμ · 2007
A comparison study between the discrete time Kalman filter and the Lainiotis filter is presented. It is pointed out that the two filters calculate the same estimates, thus the filters are equivalent with respect to their behavior. The calculation burdens of the filtering algorithms are determined. A method is proposed to a-priori (before the filters’ implementation) decide which filter is the faster one.