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Implement formula for colored noise #48

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mgrub opened this issue Jun 13, 2019 · 2 comments
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Implement formula for colored noise #48

mgrub opened this issue Jun 13, 2019 · 2 comments
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@mgrub
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mgrub commented Jun 13, 2019

In uncertainty.propagate_filter.FIRuncFilter add possibility to change "color" of noise/uncertainty.

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Issue generated from in-code-TODO, see #41

mgrub pushed a commit that referenced this issue Jun 14, 2019
@eichstaedtPTB
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In the paper cited here the equation (15) denotes the auto-covariance of the inputs x; equation (32) denotes the calculation of the uncertainties for x_low using the autocovariances (15). In the current code, though, only white noise with sigma_noise being of type float is considered.
Furthermore, for the output uncertainty U_y only the case of equation (33) is considered, but not (34).

@mgrub mgrub self-assigned this Jul 1, 2019
@mgrub mgrub removed the help wanted label Jul 1, 2019
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mgrub commented Jul 8, 2019

Draft Pull request: #55

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