Journal of Computations & Modelling
Lainiotis filter implementation via Chandrasekhar type algorithm
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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.