WIENER FILTER AND KALMAN FILTER FOR FAULTY SENSOR INTERPOLATION

Wiener filter and Kalman filter are linear Bayesian estimation methods. In this context, they are used to interpolate faulty sensor readings. The repository contains Python3 scripts for:

• Full Wiener Interpolator,
• Two-Point Wiener Interpolator,
• Causal Wiener Interpolator,
• Kalman Filter, for faulty sensor interpolation.

Documentation

docs/instructions.pdf contains the necessary instructions for the assignment. docs/solutions.pdf contains theory and algorithms.

Installation

Clone this repository and install the requirments using

git clone https://github.com/kamath-abhijith/Wiener_Filter
conda create --name <env> --file requirements.txt

Run

• Run interp_wiener.py to generate Figure 1.
• Run interp_kalman.py to generate Figure 2 and 3.