Improvement of accuracy for the determination of transient signals using the Kalman filter. Part 1. Simulations

Abstract

The Kalman filter, a mathematical procedure for white noise reduction, has been developed for use with transient signals. In simulations of the type of signals that are generated by batch hydride generators, flow injection, and other systems, the Kalman filter effectively removes the noise to reveal the signal. A particular advantage of this development of the Kalman filter is the elimination of the so-called initial guesses of the values of the variance (P₀) and estimated value (X₀).