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Using the EKF for estimating a noisy sinewave

by UltimÔ
Tags: estimating, noisy, sinewave
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UltimÔ
#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)
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