MATLAB Answers


Using Kalman Filter to smooth data?

Asked by K
on 29 Apr 2013
Latest activity Answered by John Petersen
on 23 Jul 2014

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.




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1 Answer

Answer by John Petersen
on 23 Jul 2014

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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