I have a sample of some kind that can create somewhat noisy output. The sample is the result of some image processing from a camera, which indicates the heading of a blob of a certain color. It is an angle from around -45° to +45°, or a NaN, which means that the blob is not actually in view.

In order to combat the noisy data, I felt that exponential smoothing would do the trick. However, I'm not sure how to handle the NaN values.

On the one hand, involving them in the math would result in a NaN average, which would then prevent any meaningful results. On the other hand, ignoring NaN values completely would mean that a "no-detection" scenario would never be reported. And just to complicate things, the data is also noisy in that it can get false NaN value, which ideally would be smoothed somehow to prevent random noise.

Any ideas about how I could implement such an exponential smoother?