Estimating Confidence In Data Via Trend Analysis

Abstract

Recursive equation defines probability-density function storing trends in noisy or potentially erroneous data. Part of algorithm for analysis of trends in data. Developed to determine reliability of data from sensor used to guide robot, and mathematical approach that it represents proves valuable in other applications. Enables computation of statistic (called "confidence statistic") indicating level of confidence in new datum. Generates confidence statistic high or low, depending on whether new datum consistent or inconsistent with previous trends.