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Re: Smoothing a roughly sinusoidal signal

From: Ian McCallion
Subject: Re: Smoothing a roughly sinusoidal signal
Date: Fri, 8 Nov 2019 11:53:54 +0000

On Fri, 8 Nov 2019 at 09:22, llrjt100 <address@hidden> wrote:
> pos1 and pos2 should ideally be horizontal lines through zero representing
> zero position error at perfect constant velocity.
> pos1 is from the equipment, and pos2 is from a high accuracy reference.

As people have said you need a model of the system, including its
sources of error. The model state would adjust based on prior data
only and would the include frequency and phase of the cyclic
modelled-in error components, and thus would contain the needed
information to correct the data.

A Kalman filter does exactly this, and the step to step processing to
update the model is not compute-intensive (depending on model
complexity I suppose!) and because using prior data only there is no
time lag. This is why it is used in many real-time control and
monitoring situations. And incidentally, although you haven't said
what you want to do with the corrected output, if you intend to use if
in a control feedback loop the Kalman filter can help there too.

Designing a Kalman filter is tricky and I've never done it, only used
someone else's efforts. But I am pretty sure that is the place to

Cheers... Ian

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