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statistical filtering algorithms in IDL
| statistical filtering algorithms in IDL [message #32679] |
Thu, 31 October 2002 11:12  |
robb
Messages: 1
Registered: October 2002
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Junior Member |
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Has anyone implemented the Kalman filter in IDL? From what I
understand this filter technique is built into every GPS receiver and
it is an excellant way to increase the signal to noise ratio (SNR) in
many different applications. I'm interested in using this filter to
help resolve weak signals in the output of a single-photon sensing APD
detector. The output of such a detector is a "TTL" pulse for every
detected photon and the count-rate history of the detector is recorded
as the # of pulses in short time intervals (10-100 usec) - a digital
record. The noise in the system comes from various sources: shot
noise in the APD itself, optical noise from the light source (Raman
scatter, etc) and other sorts of unwanted photons - all stochastic.
The Kalman filter or extended Kalman filter might really help increase
the SNR. I'm looking for a jump start in implementing this algorithm.
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