Using Kalman Filter to smooth data?

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K
K 2013-4-29
Hello everyone, I have a question. How can I smooth my real-time data by using Kalman Filter? From examples from the internet, many examples show the usage of Kalman filter to calculate position and velocity and not smoothing data.

回答(1 个)

John Petersen
John Petersen 2014-7-23
The Kalman filter can and is used to smooth data when the covariance values are set to do so. As far as smoothing goes, there is virtually no delay when using a Kalman filter (only to the extent of the Kalman cycle time), whereas a low-pass filter will exhibit a delay in the signal.

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