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Using the EKF for noisy sinewave estimation

  • 02-11-2005 1:52pm
    #1
    Ultimâ
    Closed Accounts Posts: 5 ✭


    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 for 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)


Comments

  • #2
    Fmicrochip
    Closed Accounts Posts: 38 ✭Fmicrochip


    Here is an article on Kalman filters

    http://www.embedded.com/story/OEG20010529S0118


  • #3
    Ultimâ
    Closed Accounts Posts: 5 ✭Ultimâ


    Thanks for the link, it's a very interesting read. However, I already have figured out how to get the kalman filter to estimate this (indeed written a program that works nicely). However, the EKF is better for nonlinear systems, but I'm having difficulty with creating the basic model. =(


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