Denoising a curve using Kalman filter technique
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I have tried to use the concept of Kalman filter for smoothing the curves. However, this code does not seem to denoise the
curve as good as the other techniques such as 'moving average' as we zoom into the denoised curve. Also the second original data point is estimated poorly in the Kalman smoothing. Please help.
x = data001(:,1);
y = data001(:,2);
yy = smoothdata(y,'movmean',0.5);
yy1 = Ksmooth(y');
function [Data]= Ksmooth(s)
est=est + Kf*(mea-est);
Eest=(1-Kf)*(Eest) + abs(oest-est)*q;
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