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If you have two different methods of calculating a continuous parameter (eg. heart rate), each with their own uncertainty, what would be some common methods of combining these parameters to create a better estimate?

One simple implementation I can think of would be a simple weighted average of the two based on a confidence metric (eg. $σ^2$) but I am curious as to what some alternative methods might be.

Thanks

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  • $\begingroup$ Check out this answer: dsp.stackexchange.com/a/16643/80 $\endgroup$
    – Peter K.
    Apr 3, 2016 at 22:04
  • $\begingroup$ Thanks, that essentially describes my intuition for the simple weighted average. Are there any more advanced adaptive filtering/averaging strategies, even if they require some knowledge of the system? $\endgroup$ Apr 4, 2016 at 8:59
  • $\begingroup$ I see this is deleted.... what do you mean by "robust"? Kalman filtering, if you know a little more about how your measurements were generated, can yield better estimates. $\endgroup$
    – Peter K.
    Apr 4, 2016 at 12:01

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