Use of Kalman Filtering for Data Resolution Enhancement

A method for using Kalman filtering techniques for improving data resolution is presented. The method uses a Taylor series process model which allows one to treat data from a variety of sources. Smoothing can also be included. The potential utility of the method lies in being able to trade off sensor cost versus computer processing. In some cases crude sensors coupled with the estimation techniques may yield as accurate data as would be obtained using more sophisticated sensors.