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Lainiotis filter implementation via Chandrasekhar type algorithm

Author(s): Nicholas Assimakis | Maria Adam

Journal: Journal of Computations & Modelling
ISSN 1792-7625

Volume: 1;
Issue: 1;
Start page: 115;
Date: 2011;
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Keywords: Lainiotis filter | Chandrasekhar algorithm

An implementation of the time invariant Lainiotis filter using a Chandrasekhar type algorithm is presented and compared to the clas- sical one. The size of model determines which algorithm is faster; a method is proposed to a-priori decide, which implementation is faster. In the infinite measurement noise case, the proposed method is always faster than the classical one.
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