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Help with real time data smoothing and prediction

Last Modified: 2015-08-07
I am currently working on a project where i have to read the position data from a moving object (received from sensors mounted on the object) and process the data in a graphics application so that i can project an image back onto the object that is moving.
There are 2 problems with this, firstly by the time i get the data, process it and then re-project it the object has moved and i am always behind where it is by about 100ms. The next problem is that the sensor give very noisy data which is not received regularily, so i get approx 30 updates per second but the time between each sample can vary.

I need to create or find a library in c++ or c# that can smooth the data (given a constant stream of time stamped float values) and also be able to "Look Ahead" approx 100ms to correct for the latency in the system.
The problem is that I was never any good at maths and I don't know where to start or what type of algorithms i am looking for. After searching the web i have seen comments about Exponential smoothing but everywhere i see it used it is used on data taken over long periods of time, i need to be realtime - can anyone point me in the right direction ?

Many thanks,

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