## Using the EKF for estimating a noisy sinewave

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)
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