Using the EKF for estimating a noisy sinewave


by UltimÔ
Tags: estimating, noisy, sinewave
UltimÔ
UltimÔ is offline
#1
Nov2-05, 06:18 AM
P: 35
Ok, well my understanding of the EKF is based on the following link:

http://www.visio-moralis.com/ekf.pdf

Say we have the following samples entering the EKF:

-0.11941369504011
0.17714531905549308
0.13943940597678897
0.2538148550150054
0.32572405004542754
0.29906083643454207
0.4809146663261077
0.4273129043735685
0.08411661027357817
0.17033115308274613
0.08438199704865516
-0.0026833111833972634
-0.3006184032754452
-0.2748192218103497
-0.20946270399458924
-0.5437491245626156
which is the contaminated version of the real samples:
0.0
0.10815594803123159
0.20572483830236557
0.28315594803123156
0.3328697807033037
0.35
0.33286978070330375
0.28315594803123156
0.20572483830236563
0.10815594803123162
4.286263797015736E-17
-0.10815594803123141
-0.20572483830236554
-0.28315594803123156
-0.3328697807033037
-0.35
How would I setup the filter to work through this? (Something I've been struggling with for sometime-any help would be appeciated)
Phys.Org News Partner Science news on Phys.org
Simplicity is key to co-operative robots
Chemical vapor deposition used to grow atomic layer materials on top of each other
Earliest ancestor of land herbivores discovered

Register to reply

Related Discussions
Accurately measuring noisy DC Electrical Engineering 1
laptop with noisy keys Computing & Technology 3
Noisy meeting General Discussion 8
Noisy neighbor General Discussion 55
the Noisy Upstairs Neighbors Beyond the Standard Model 0