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A Kalman filter for calibration,evaluation of unknown samples and quality control in drifting systems : Part 3. Variance reduction
Authors:P.C. Thijssen  G. Kateman  H.C. Smit
Affiliation:University of Nijmegen, Faculty of Science, Department of Analytical Chemistry, Toernooiveld, 6525 ED Nijmegen The Netherlands;University of Amsterdam, Laboratory for Analytical Chemistry, Amsterdam The Netherlands
Abstract:The performance of fixed-interval smoothing is investigated for a linear calibration graph with drifting parameters. When all the calibration measurements are processed on-line by the Kalman filter, the quality of the evaluated results may be improved by later off-line smoothing. It is shown that a considerable reduction in variance can be obtained.
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