Smoothing irregular data using polynomial filters

To make provision for irregularly occurring updates a “variable-step” polynomial filter is derived which improves the smoothing-, and coasting capabilities of the 1-step predictor and the current-estimate polynomial filters. Similar to the original filters, the variable-step polynomial filter comprises an auto-initialising expanding memory filter which later switches to a fading memory filter. Results are compared by running the proposed and original filter versions in parallel.