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Inductive proximity sensors are relevant in position-sensing applications in many industries but, in order to be used in harsh industrial environments, they need to be immune to electromagnetic interference (EMI). The use of conventional filters to mitigate these perturbations often compromises signal bandwidth, ranging from 100 Hz to 1.6 kHz. We have exploited recent advances in the field of artificial intelligence (AI) to study the ability of neural networks (NNs) to automatically filter out EMI features. This study offers an analysis and comparison of possible NN models (a 1D convolutional NN, a recurrent NN, and a hybrid convolutional and recurrent approach) for denoising EMI-perturbed signals and proposes a final model, which is based on gated recurrent unit (GRU) layers. This network is compressed and optimised to meet memory requirements, so that in future developments it could be implemented in application-specific integrated circuits (ASICs) for inductive sensors. The final RNN manages to reduce noise by 70% (MSEred) while occupying 2 KB of memory. [ABSTRACT FROM AUTHOR]