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Kalman filter seems to be slow in resolving a steady signal.

Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?


The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.

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    $\begingroup$ Do you have a picture or some characterization of your data? $\endgroup$ – Adrian Keister Dec 19 '18 at 22:25
  • $\begingroup$ added a description $\endgroup$ – jdl Dec 19 '18 at 22:28
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    $\begingroup$ Where? I see no description. A graph would be an excellent thing to add. Also, any context about sampling rate, physical units, etc. $\endgroup$ – Adrian Keister Dec 19 '18 at 22:30

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