I was wondering if someone could maybe clarify or direct me to the best answer for this question. I want to estimate velocities from position data. However, the position data is fuzzy but I have an idea of its uncertainty. My initial sense is that one is supposed to use some iteration of a Kalman filter, but from my limited understanding of it, you need to know at least one parameter with some certainty, i.e., the position data. So to summarize, my questions are:
- Is it possible to estimate velocity values given fuzzy position data?
- If so, what are some available techniques for doing so?