Método y aparato para filtración recursiva de datos

摘要

An apparatus and method for recursive filtering of time discrete measurement data relating to a measurable time-varying attribute to generate an estimated magnitude for the attribute at a particular time instant. Each measurement has an associated reliability indicator representing a relative reliability of the measurement. Using the individual reliability indicators and a time-weighted filtered reliability indicator for a prior time instant, a filtered reliability indicator for the current time instant is generated. The filtered reliability indicator for the current time instant is then used to reliability-weight a weighted average of the plurality of measurements and to reliability-weight a time-weighted estimated magnitude for the prior time instant. The weighted values are then used to generate an estimated magnitude of the time-varying attribute for the current time instant.