On 29 Jun, 19:19, "Michael Plante" <michael.pla...@gmail.com> wrote:
> >On 29 Jun, 07:37, "Michael Plante" <michael.pla...@gmail.com> wrote:

> >What 'value' is this? Frequency? Amplitude? Both?
>
> Neither...a cleaned-up time domain signal. *Instantaneous amplitude, if
> you will. *Plus the derivative...

Well, if this is a random-walk type signal, heck out the
Durbin-Koopman book on Kalman filters:

http://www.amazon.com/Analysis-Metho...6297738&sr=8-1

Within a couple of pages they come up with a motivational
example of a simple Kalman filter that works on an RW proces.
The rest of the book is then about expanding ondetails and
generalizing that example. One benefit of the Kalman filter
is that it easily handles missing samples.

Apart from that, don't dismiss the bandpass filter quite yet.
True, there might be some delays, but if you are a bit
cautious when designing the filter, you would be able to
correct for them.

Rune