We introduce a modified algorithm to perform nonlinear filtering of a time
series by locally linear phase space projections. Unlike previous
implementations, the algorithm can be used not only for a posteriori processing
but includes the possibility to perform real time filtering in a data stream.
The data base that represents the phase space structure generated by the data
is updated dynamically. This also allows filtering of non-stationary signals
and dynamic parameter adjustment. We discuss exemplary applications, including
the real time extraction of the fetal electrocardiogram from abdominal
recordings.Comment: 8 page
