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The harsh environment presented by engines, particularly in the exhaust systems, often necessitates the use of robust and therefore low bandwidth temperature sensors. Consequently, high frequencies are attenuated in the output. One technique for addressing this problem involves measuring the gas temperature using two sensors with different time-constants and mathematically reconstructing the true gas temperature from the resulting signals. Such a technique has been applied in gas turbine, rocket motor and combustion research. A new reconstruction technique based on difference equations has been developed and its effectiveness proven theoretically. The algorithms have been successfully tested and proven on experimental data from a rig that produces cyclic temperature variations. These tests highlighted that the separation of the thermocouple junctions must be very small to ensure that both sensors are subjected to the same gas temperatures.