Kalman filter tutorial for the Dummy's dumber cousin?
in [DSP]
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From: glen herrmannsfeldt on 9 Aug 2010 17:33 Tim Wescott <tim(a)seemywebsite.com> wrote: (snip) > Getting back to your real problem: "The device seems to throw off random > noise values with a fair degree of frequency". One likes one's noise to > have a Gaussian distribution. If you're finding outliers by comparing > data against standard deviation (and if you're doing it honestly) then > your noise is non-Gaussian -- and one of the assumptions behind a > standard Kalman filter is Gaussian noise, so the first thing you'd have > to do to get a really good filter in your case would be to re-tool the > Kalman filter math to accommodate the non-Gaussian noise! Well, standard deviation is 68% of the area, so 32% of the points should be outside of one standard deviation. -- glen |