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I am looking for a filter which can remove uncorrelated noise? Is there any such filter? I understand filters like Kalman filter, Wiener filter but they are not exactly what I am looking for. Yes, Wiener filter do remove noise but is there something more? I am interested in single channel data, for multi-channel one can think of PCA.

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  • $\begingroup$ What's the problem with the optimal Kalman filter? It's called "optimal" for a reason since it is the best possible linear filter for removing uncorrelated noise. Can you ask a more concrete question? $\endgroup$ – Dave Kielpinski Oct 11 '17 at 17:45
  • $\begingroup$ @DaveKielpinski model is not known. $\endgroup$ – Creator Oct 11 '17 at 18:30
  • $\begingroup$ Sorry, but without a concrete and definite question I can't even try to answer. "is there something more" is not enough for me to get started. $\endgroup$ – Dave Kielpinski Oct 11 '17 at 18:33

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