Abstract.One of the main challenges in the analysis of dynamic measurements is the estimation of the timedependent value of the measurand and the corresponding propagation of uncertainties. In this paper we outline the design of appropriate digital compensation filters as a means of estimating the quantity of interest. For the propagation of uncertainty in the application of such digital filters we present online formulae for finite impulse response and infinite impulse response filters. We also demonstrate a recently developed efficient Monte Carlo method for uncertainty propagation in dynamic measurements which allows calculating point-wise coverage intervals in real-time.