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Curtis Olson schrieb:
> I will be receiving a sequence of 2d data points in "real time".  I will
> start by assuming a linear relationship/fit which I know in advance is a
[...]
> A method that "forgets" the oldest data and weights newer data more
> heavily might also be interesting (versus an approach that sums up the
> entire history of the data ... although that would be ok too.)  I'm
> happy to start simple and get fancier later on if I need to.

Hm, doesn't that sound like a Kalam filter would be a great approach?

CU,
Christian

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