METHOD AND APPARATUS FOR RECURSIVE DATA FILTERING
An apparatus and method for recursive filtering of time discrete measurement data b ni(50) relating to a measurable time-varying attribute to generate an estimated magnitude for the attribute at a particular time instant n. Each measurement has an associated reliability indicator X ni(52) representi...
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Format: | Patent |
Sprache: | eng ; fre |
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Zusammenfassung: | An apparatus and method for recursive filtering of time discrete measurement data b ni(50) relating to a measurable time-varying attribute to generate an estimated magnitude for the attribute at a particular time instant n. Each measurement has an associated reliability indicator X ni(52) representing a relative reliability of the measurement. Using the individual reliability indica-tors and a time-weighted filtered reliability indicator Z n-1 for a prior time instant, a filtered reliability indicator Z n(58) for the current time instant is generated. The filtered reliability indicator for the current time instant is then used to reliability-weight a weighted average (b n) of the plurality of measurements and to reliability-weight a time-weighted estimated magnitude s n-1 for the prior time instant. The weighted values are then used to generate an estimated magnitude s n (68) of the time-varying attribute for the current time instant. |
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