Audio noise filtering using Kalman Filter

Hi, I very new to Kalman Filter and I am trying to filter noise by using kalman filter. Now, I am trying to find the state space model of my noise but how can I obtain the state space model of the noise for the kalman filter? Am I in the correct direction?

Regards.

Lee

Answer 1

[Abhipsa]

Hello @lee yang,

To use a Kalman Filter, you need a state-space model of the system you are observing and not of the noise itself. However, the statistical properties of the noise like its covariance are inputs to the Kalman filter design.

You can refer to the MATLAB documentation below for more details:

• Linear kalman filtering: https://www.mathworks.com/help/fusion/ref/trackingkf.html

For a detailed understanding, you can also refer to the below example:

• https://www.mathworks.com/help/fusion/ref/trackingkf.html#:~:text=and%20measurement%20noise-,Examples,-collapse%20all

I hope this resolves your query