Dear Jim,
I'm removing a slowly varying bias term from fairly noisy data. Maybe
several 10s of thousands of data points,
And I want to do it quickly on a slow processor.
I think the LTI framework should work very well for that; easy fixpoint
implementation etc.
Since I am a space fan, I'd be happy to try my tools. Would you like to
send me the data?
I've done that and it works.. but I'm looking for a more "basic" sort of
approach, given that I actually know something about the underlying model.
One example of such an estimator (working real-time), which I did in 2008:
http://www.youtube.com/watch?v=Di4yG6ZRV3k
Only the exp() term is missing here, the rest is same -- and besides the
position and heading, it contains also 2nd order clock estimation --
similar way as in the GNSS.
Best regards,
Marek
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