[time-nuts] exponential+linear fit

Marek Peca marek at duch.cz
Fri Oct 4 18:04:02 EDT 2013


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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