Deconvolving oscillatory transients with a Kalman filter
- Authors
- Type
- Preprint
- Publication Date
- Sep 26, 2008
- Submission Date
- Sep 26, 2008
- Source
- arXiv
- License
- Yellow
- External links
Abstract
This paper describes a method to filter oscillatory transients from measurements of a time series which were at least an order of magnitude larger than the signal to be measured. Based on a Kalman filter, it has an optimality property and a natural scaling parameter that allows to tune it to high resolution or low noise.