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146 points hugohadfield | 1 comments | | HN request time: 0.204s | source

This little project came about because I kept running into the same problem: cleanly differentiating sensor data before doing analysis. There are a ton of ways to solve this problem, I've always personally been a fan of using kalman filters for the job as its easy to get the double whammy of resampling/upsampling to a fixed consistent rate and also smoothing/outlier rejection. I wrote a little numpy only bayesian filtering/smoothing library recently (https://github.com/hugohadfield/bayesfilter/) so this felt like a fun and very useful first thing to try it out on! If people find kalmangrad useful I would be more than happy to add a few more features etc. and I would be very grateful if people sent in any bugs they spot.. Thanks!
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pm ◴[] No.41864206[source]
Congratulations! Pardon my ignorance, as my understanding of mathematics at this level is beyond rusty, but what are the applications of this kind of functionality?
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uoaei ◴[] No.41864699[source]
Basically, approximating calculus operations on noisy, discrete-in-time data streams.
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1. pm ◴[] No.41864883[source]
This is what I was thinking, but stated much clearer than I'd have managed.