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I have an assignment on a time series that contains the x positions of a point in space. This series comes with another one of the same length, where every element goes from 0.0 to 1.0 and represents the accuracy of the measurement with the same index: 1 is perfect accuracy, while 0 is missing/completely garbage data.

I'm already doing linear interpolation on the points where the accuracy it's exactly 0, but afterwards I'm just using a median filter and a Gaussian filter, ignoring the accuracy values. I wonder, is there some kind of filter that can take into account the accuracy data and "smooth more" the series when the accuracy is lower (and the noise is higher)?

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  • $\begingroup$ Maybe useful context: the accuracy is never actually 1 $\endgroup$ Dec 10, 2023 at 23:43

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Since you have accuracy data, this seems like it could be a good application for an alpha-beta filter, or some variation of that. Since you have accuracy data, you would be able to adjust the filter gains according to the accuracy of that sample.

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