The paper presents the problem of the impact of external distortions originating on laboratory test stands on the results of measurements of fast-varying diesel exhaust gas temperature. It has been stressed how significant the aspect of the test stand adaptation is during an experiment to ensure the smallest possible impact. This paper, however, focuses on the methods of mathematical processing of a signal recorded during experimental research of a real object. The most significant parameter requiring filtering is the fast-varying exhaust gas temperature in the engine exhaust channel. Methods of mathematical processing adequate to this type of distorted signal have been presented, particularly those that can be used in the Matlab environment and consisting in averaging of the obtained curves of temperature changes. The results of the application of these methods have also been presented on actual curves recorded during laboratory tests and their evaluation has been made.