Filtering of Randomly Sampled, Time-Stamped Measurements

This paper concerns the filtering of measurements that are taken by networked sensors at non-uniform intervals but that are accurately time-stamped. Traditional digital filtering methods are difficult or impossible to use due to the non-uniform sampling. Two filtering methods are described. Both are based on making an assumption about signal behavior between measurements, such as the signal being constant between measurements. In the first method, a filter is formulated as an ordinary differential equation that is solved incrementally as measurements arrive. In the second method, signal convolution with a continuous time, finite impulse response filter is performed efficiently using a spline representation for the filter response. Examples of the operation both sorts of filters are shown on actual measured data