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Using the EKF for estimating a noisy sinewave

  1. Nov 2, 2005 #1
    Ok, well my understanding of the EKF is based on the following link:


    Say we have the following samples entering the EKF:

    which is the contaminated version of the real samples:
    How would I setup the filter to work through this? (Something I've been struggling with for sometime-any help would be appeciated)
    Last edited: Nov 2, 2005
  2. jcsd
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