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22 views

Matlab: Difficulties in least square estimation of FIR model

Let $y_n$ be the noise corrupted output of an FIR channel with known channel order $L$ expressed as $$y_n = \sum_{k=0}^{L-1}h_k x_{n-k} + v_n$$ where $x_n$ is the driving information source symbols, ...
48 views

Help in problem formulation for estimation of image as a feature vector - SISO or MIMO FIR channel model?

Based on the paper Blind Image deconvolution: A feature vector is a list of numbers used to represent an image. The feature vector for my case takes values as symbols $-1,1$. An instance or an ...
53 views

Moving Average of sinusoid

If you calculate a simple moving average over a window length that is equal to the period of the sinusoid, you get a straight line (=0 because the wave is symmetric around the X-axis): the wave has a ...
49 views

Envelop detection with low sample rate?

I have a signal up to $3\textrm{ MHz}$. The ADC that sample it has a rate of $1.5\mu s$. So a full $T$ of the signal is $0.3\mu s$, and I can only sample each $1.5\mu s$. It sounds not enough, but I ...
109 views

Determine whether a signal is increasing or decreasing over time

I have a signal (x-axis: Time, y-axis: Data) which has more than 10000 samples per second. The signal itself represents some physical data (e.g. speed, acceleration, etc.) and has some noise on it. ...
51 views

Generalized/Power means in DSP

Generalized/power means may be used to construct moving-average filters with different properties than regular one which is based on arithmetic mean. This observation seems to be trivial - even ...
92 views

How to select the length of a smoothing moving average filter?

I have a time series signal I need to smoothen to get rid of some noise. I decided to apply a moving average filter to this signal. I know the choice of the length of the MA is critical. How should ...
85 views

How is that after random numbers with their negatives alternating passing through 5, 4, 3 order moving average filter, become quasi sinusoidals?

I have passed random numbers $${89, 58, 13, 70, 24}$$ with their negatives alternating, through 5 order moving average filter and output was positive and negative numbers alternating. After I have ...
112 views

Phase response of moving average filter — how to interpret?

There are many articles on the frequency response of the moving average filter but they all seem to focus on magnitude. However the phase response is intriguing and I find it hard to interpret. The ...
39 views

Smoothing the discrete acceleration

In order to know if my signal is increasing or decreasing, I'm using the discrete derivative $y[n] = x[n] - x[n-1]$ or a smoothed version of it (for example Exponential Weight Moving Average of $y[n]$ ...
44 views

What are the ripple and attenuation in a set of moving average filters?

Ladies, Gentlemen, Consider following set of moving average filters: (1) - 100 coefficients equal to 1/100 (2) --- 95 coefficients equal to 1/95 (3) --- 90 coefficients equal to 1/90 (4) --- 85 ...
668 views

Moving average vs. Moving median

I have read in many places that Moving median is a bit better than Moving average for some applications, because it is less sensitive to outliers. I wanted to test this assertion on real data, but I ...
76 views

Taking the Moving Average of STFT Results

I realize that this seems redundant, but I'm getting consistently better results when performing machine learning techniques that use spectral features extracted using the moving average process below,...
124 views

Frequency response of a rolling linear regression

I am looking for a way to characterise the frequency response of the slope from a linear regression. We are exploring the effect of window length of the regression to the magnitude of the slope of the ...
24 views

Denoising approach for a combination of several ADC voltage channles

I have 2 ADC channels of constant voltage measurement with small amount of high frequency noise only and no low frequency oscillations. The final signal should be the simple sum of those and denoised ...
326 views

Is this code for doing a moving average correct?

Is this code for doing a moving average correct? y=conv(x, ones(1,100)/100); I want to filter my speech signal with moving average filter in code. I think that ...
128 views

Fixing drift in a recursive fixed point filter

I'm implementing a 80-72-64-48 multi pass moving average filter for a embedded system in C and in fixed point. The implementation is a circular buffer where i'm keeping a running sum and calculating ...
118 views

extrapolate turning points for a sine weighted moving average?

On a stationary signal a sine-weighted moving average is calculated (SWMA: the coefficient vector looks like the first (>0) part of a sinusoid). The SWMA looks like this: very smooth: The future is ...
29 views

Yule walker equation limited matrix size

Definitions For an ARMA model $$x_n=-\sum_{p=1}^P a_px_{n-p}+\sum_{q=0}^Qb_qw_{n-q}$$ where $w_n$ is zero mean stationary white noise with unit variance. It is straightforward to show that the ...
5k views

How to implement a moving average in C without a buffer?

Is it possible to implement a moving average in C without the need for a window of samples? I've found that I can optimize a bit, by choosing a window size that's a power of two to allow for bit-...
147 views

Realization of IIR resonator

The measure of a given frequency $\omega$ in a signal $x(t)$ is: $\frac{1}{N}\sum\limits^N_{t=0}x\left(t\right)e^{^{-i \omega t}}$ This is basically an average of the correlation between the signal ...
274 views

Extraction of fundamental signal information-Fourier full cycle algorithm

After filtering my noisy input signal using an anti-aliasing and FIR filter, I now wish to get the basic signal information (peak voltage and impedance; $R$ and $X$) from the pre-filtered as well as ...
263 views

When should we using moving average in algorithm design?

I'm new to signal processing. And I just read G.720.1. I find there is a lot of moving average used. And I can also recall there is a lot of moving average been used in other audio processing ...
187 views

How to filter uniform noise in a microcontroller?

By uniform noise I mean a band of a fixed width, no spikes, etc. This has to be one of the simplest examples. I'm looking for the appropriate theoretical approach as much as something relatively ...
131 views

2k views

Weight vector of an exponential moving average?

With weight vector I mean the vector with weights that you have to multiply the observations in the window that slides over your data with so if you add those products together it returns the value of ...
732 views

I have the moving-average mask as mask = [1 1 1; 1 1 1; 1 1 1]; and then I compute the convolution 3 times ...
673 views

How can I smoothly interpolate between 2 position?

I've got a 1D signal (position of a servo motor over time) and I've extracted 'peaks'/'key' positions picking running average "local extrema" points. Below is are 2 plots from 2 servos and the white ...
1k views

Averaging filters

If a signal undergoes repeated averaging (n times) with a filter (h) of size m. Is it possible to achieve the same averaging result with an averaging filter(H) of a larger size? h = {1/m, 1/m... m ...
3k views

How should a moving average handle missing data points?

I'm writing a program that averages the user's weight across different days. I'm planning to use a 5-point moving-average (current day, two before and two after). Sometimes, a data point is missing ...