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Ryan Huber (@ryanhuber)

I graduated with a BS in EE from BYU in 2003 and an MS in EE from BYU in 2006. My career so far has included system test engineering, applied control and estimation theory, filtering, tracking, and applied statistics.

Re: Starting point for non-gaussian estimation

Reply posted 6 years ago (09/28/2018)
You could use a particle filter.  See https://en.wikipedia.org/wiki/Particle_filter.  Just use a uniform distribution of particles to represent your measurements. ...
Check out https://en.wikipedia.org/wiki/Dynamic_time_warping for some ideas.  The basic idea is to allow the timing of one of the signals to be be locally "compressed"...

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