  In a previous paper we were working on a electronic travel aid for blind
people based on infrared sensors. The signals coming from them are affected by
a great noise that also with the use of low pass filter cannot be clean well.
Motivated by the improvement of the system, in this paper we show a novelty way
to filter autocorrelated noise based on a probabilistic description of the
process. We apply an indexed semi-Markov model in order to filter the signal
coming from the infrared sensor. We conduce first of all a data analysis on the
noise in order to understand well its form. We give the general formulation of
the new ISMC filter and at last we compare the results with a particular kind
of Kalman filter for the specific stochastic application.
