Kalman filter

The Kalman filter, is a mathematical method for data filtering (not audio) named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations) and other inaccuracies, and produce values that tend to be closer to the true values of the measurements and their associated calculated values.

in

Input Data flow

This filter is optimized for data’s in [0..1]. For other input values, you’ll probably have to modify R and Q within the script.

CONST R = 0.1;
CONST Q = 0.0001;

out

Filtered Output Data flow

manual/modules/scripts/kalman_filter.txt · Last modified: 2013/04/19 04:23 (external edit)