Theory :
This is an extended version of the zero mean normalized nonlinear Kalman filter (originally published here : Zero mean normalized Kalman filter). In addition to the original this version is having floating levels and 3 coloring modes for signals :
Usage :
You can use the color changes as signals

Zero mean normalized nonlinear Kalman filter
Zero mean normalized nonlinear Kalman filter
Nonlinear Kalman filter - floating levels
Nonlinear Kalman filter - floating levels
Phase accumulation adaptive bandpass filter
Phase accumulation adaptive bandpass filter
Phase accumulation adaptive market mode
Phase accumulation adaptive market mode