How to quickly resolve a value from noise around a signal?
0
$begingroup$
Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
stochastic-calculus data-analysis kalman-filter
asked Dec 19 '18 at 22:21
jdljdl
1205
$endgroup$
add a comment |
0
$begingroup$
Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
stochastic-calculus data-analysis kalman-filter
asked Dec 19 '18 at 22:21
jdljdl
1205
$endgroup$
2
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
2
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30
add a comment |
0
0
0
$begingroup$
Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
stochastic-calculus data-analysis kalman-filter
asked Dec 19 '18 at 22:21
jdljdl
1205
$endgroup$
Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
stochastic-calculus data-analysis kalman-filter
stochastic-calculus data-analysis kalman-filter
asked Dec 19 '18 at 22:21
jdljdl
1205
asked Dec 19 '18 at 22:21
jdljdl
1205
edited Dec 19 '18 at 23:04
jdl
asked Dec 19 '18 at 22:21
jdljdl
1205
asked Dec 19 '18 at 22:21
jdljdl
1205
asked Dec 19 '18 at 22:21
jdljdl
1205
1205
2
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
2
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30
add a comment |
2
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
2
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30
2
2
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
2
2
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30
add a comment |
0
active
oldest
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2
$begingroup$
Do you have a picture or some characterization of your data?
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:25
$begingroup$
added a description
$endgroup$
– jdl
Dec 19 '18 at 22:28
2
$begingroup$
Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc.
$endgroup$
– Adrian Keister
Dec 19 '18 at 22:30