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 :

• color change on slope
• color change on outer (floating) levels cross
• color change on middle (floating) level (sort of a "zero line") cross

Usage :

You can use the color changes as signals