ABSTRACT

Kaiman filtering a digital averaging procedure for the enhancement of the signal-to-noise ratio in noisy signals. The Kaiman filter is a recursive version of the true averaging procedure, and takes the form y i = ( i − 1 ) y i − 1 / i , https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315214740/56242e4e-db3a-4952-92a8-e407fd08484a/content/unequ11_1.tif"/>