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vb.netfilterkalman-filter

Data Filter in vb.net through Kalman filter


I have Data in two columns named 'Coefficient' and 'Density'. I could not make any correlation between them. But i need to make a equation (may be linear or polynominal) between them. I decided to filter and modify the 'coefficient' column influenced by 'Density' columns so that a smooth curve line can be drawn between them ('Coefficient' data being ordinate and 'Density' data being Abscissa). I would like to implement that in vb.net. But at first i would like to observe the data in excel. I do not know how Kalman filter works for two sets of data.

Here is my data

Coefficient    Density  
-5.495  115.143
-4.728  116.167
-4.617  116.282
-4.512  116.567
-4.352  117.219
-1.362  117.281
-1.220  117.333
-0.663  117.385
-0.589  117.571
-0.272  117.667
-0.230  117.844
0.008   117.945
0.265   119.652
0.280   119.800
0.313   120.000
0.644   120.182
0.806   120.867
1.060   120.867
1.164   121.267
1.266   121.462
1.345   121.800
1.379   121.857
1.379   122.692
1.536   122.800
1.588   122.909
1.626   124.429
1.715   125.300
1.909   126.000
2.174   126.300
2.844   126.778
3.063   127.273
4.638   128.727
5.262   129.286
5.428   130.857
6.123   131.625
6.553   136.875

Any assistance will be highly appreciated. Regards. Tariq


Solution

  • Here's the data plotted in LibreOffice Calc. As you can see, all of the data is grouped at small coefficients (magnitude less than 0.01) except for two points. There's no indication a Kalman filter will be of use here. If all of these datapoints are valid the best fit is going to be a line, and predicting density from the coefficient will be very noisy.

    Density vs Coefficient