Deconvolving oscillatory transients with a Kalman filter

2008/09/26 by Andreas Mueller, Mueller, Andreas
Computer Science · Engineering · Mathematics · #Advanced Adaptive Filtering Techniques #Advanced Control Systems Design #Sensor Technology and Measurement Systems #math.OC #msc:93E11

paper · pdf · doi:10.48550/arxiv.0809.4676

12 pages, 9 figures

arxiv created 2008/09/26 · arxiv updated 2009/12/01

Abstract

This paper describes a method to filter oscillatory transients from measurements of a time series which were at least an order of magnitude larger than the signal to be measured. Based on a Kalman filter, it has an optimality property and a natural scaling parameter that allows to tune it to high resolution or low noise.

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