Questions tagged [moving-average]

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1answer
25 views

How to determine windows size of moving average filter

I've recorded acceleration signal data using an accelerometer attached to vehicle , and I want to calculate the displacement of signal data using double integration or any other methods. I read many ...
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1answer
59 views

Is it applicable to implement a cascaded moving average filter with variable window on real-time?

I am using a 3-pass cascaded moving average filter for smoothing noisy data. I applied some optimization algorithms to determine the optimal length of the MAF window. For different amplitudes of data ...
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1answer
66 views

Moving Average FIR filter coefficients

I am trying to use a FIR filter making software to create a moving average filter and I'm a little confused on what I should put in the coefficients part? I read that the coefficients are always 1 for ...
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2answers
49 views

Coefficient weights of Simple Moving Average (SMA) on SMA

A simple moving average (SMA: arithmetic mean) is a low-pass FIR-filter. When you cascade 2 SMA's with a window of length $n$, so when you apply the second SMA on the output of the first SMA, and you ...
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1answer
41 views

Group delay plot of a Moving average filter

I am implementing the moving average filter in Matlab. Using fvtool on this filter, gave the following output curve, is this group delay curve correct? Edit: My confusion is regarding the values of ...
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1answer
57 views

Moving Average Filter's Magnitude Response

I am working on filtering of data using the Moving average filter in MATLAB. My data is recorded temperature values on the Y-axis and Time(in seconds) on the X-axis (I'm getting the magnitude response ...
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1answer
39 views

ARMA Filter Output Stationary and set up?

I have questions regarding ARMA Filters. Is the output of a ARMA Filter stationary or just wide sense stationary? I do know that you can obtain an ARMA filter by connecting an MA filter with an AR ...
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3answers
96 views

Box filter with non integer length

I'm trying to model a sensor system that has an averaging behaviour. The frequency response is almost identical to a box filter and looks roughly like this: Transferring this into a discrete time ...
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3answers
88 views

Determining Loss of Information by Taking Average (Mean of Signal)

So basically information is defined by expected value of Shannon's information i.e. Entropy. I am curious how much information is lost if we simply take the average of the sample given to us. I am ...
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3answers
89 views

Moving average filter magnitude attenuation

I am dealing with a moving average filter which filters power system signals to rid them of noise or harmonics etc. The fundamental or useful component of these signals is centered around 50 Hz or 60 ...
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5answers
189 views

Amplitude reduction of Simple Moving Average on sinusoid

When a -causal/non-centered- simple moving average filter (arithmetic mean) with length $n$, is applied to a sinusoidal curve with period $p$, and the resulting curve is compared to the original input ...
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1answer
64 views

Noise Reduction Moving Average FIR

I read that the noise reduction of a moving average FIR can be expressed as the square root of N where N is the length of the filter. How do you prove? I can't quite get it.
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1answer
99 views

How to approximate a moving RMS without iterating over N samples for each required output?

I have a signal with a sampling rate of F Hertz. From it I want to produce an RMS signal, also with F samples per second with a window size of N samples. Using a standard moving RMS algorithm I must ...
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2answers
317 views

Impulse Response of a Moving Average System

According to Discrete Time Signal Processing by Al Oppenheim 3rd Edition, the impulse response of a moving average filter is as below My question is that shouldn't h[n] be having the dirac delta ...
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1answer
87 views

Magnitude and phase response and cut-off frequency of a moving average filter

The frequency response of a typical moving average filter of length $N$ is given by $H(\omega)=\frac{1}{N}\frac{\sin(\omega N/2) e^{-j \omega ((N-1)/2)}}{\sin(\omega/2)}$. Firstly, isn't the cut off ...
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0answers
71 views

temporal smoothing: FWHM of Gaussian kernel vs. window length of moving average

Suppose in one case I convolve Gaussian kernel with FWHM=10 samples. I would like to compare the result with moving average. My question: should I take the moving average window also 10 samples? In ...
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1answer
138 views

Is it correct to call a Savitsky-Golay filter of degree 0 a simple moving average?

I had this question after seeing that polynomial regressions fit polynomial functions of different degrees to a time-series, since the mean of a time series is a constant and that a constant is also a ...
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1answer
312 views

Fixed-point Exponential Moving Average filter with given cutoff frequency

I want to implement in fixed point arithmetic an exponential moving average filter, with a specific cutoff frequency for a given sampling rate. The formula for the filter is $$ y_n = \alpha x_n + (1 -...
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1answer
50 views

Differences in moving window rms due to sampling rate

I have a 10 second recorded signal band pass filtered from 100-500 Hz. The original sampling rate is 10 kS. Now I run a moving window RMS with a window length: 10 ms on the signal (10/1000 * sampling ...
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2answers
83 views

How to discard deviating values from standard deviation and running average

I'm building a inductive vehicle loop detector. By measuring the frequency of a LC-oscillator where the cars will pass over the inductor of the LC-Oscillator. If the cars pass over the inductor the ...
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1answer
754 views

Moving average filter for sound in MATLAB [closed]

y[n] = b0x[n] +b1x[n-1] I have this MA filter in matlab as following ...
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1answer
181 views

Calculating filter coefficients of a Moving average with error correction

I have an oversampling ADC where I need to correct Gain/offset errors 'during' each conversion. This also links to my previous question - Moving average and linearization of two piecewise linear ...
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0answers
77 views

Moving average and linearization of two piecewise linear systems

I have 2 oversampling ADC's running parallelly, each to process data in a specific range of the input as shown below: Each ADC can process only half cycle range of a sine wave. Each ADC adds its own ...
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1answer
446 views

Is there a clever way to implement cascaded moving average filters?

I'd like to effeciently approximate a gaussian filter's step response using cascaded moving average filters. I know about recursive moving average, but is there some clever algorithm to cascade them ...
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2answers
86 views

How do you properly organize data to compute multiple (independent) recursive filters at the same time taking advantage of SIMD instructions?

I'm processing multiple (independent) Exponential Moving Average 1-Pole filters on different parameters I have within my Audio application, with the intent of smooth each param value at audio rate: <...
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1answer
108 views

ARMA & MA methods: how do you know the error terms?

Reading the ARMA model for the first time, and I'm confused. Let's say I have a time series x = [1, 2.1, 2.9, 3, 4.1] According to the ARMA model, $X_t$ is a ...
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2answers
1k views

Moving Average for Notch filtering

I have a periodic signal(ECG) with period of ~1 seconds. It does not have features that are shorter than 0.04 seconds. For removal of 60Hz, I thought instead of implementing a notch filter, doing a ...
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1answer
256 views

Moving average algorithm that conserves integral

Suppose I have point array $y_i$ of size $N$. How to implement moving average algorithm that conserves quantity $$ I = \sum_{i=1}^{N}y_i $$ NOTE: I don't want time shift so I would prefer to use ...
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1answer
124 views

A general conceptual understanding of moving average

I have a conceptual question here. I understood how to calculate a Moving Average(MA). For example : x(n) = 0, 1, 2, 3, 4, 5 MA = 0, 1/2, 3/2, 5/2,7/2, 9/2, where for calculation of the MA we only ...
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6answers
538 views

Optimal $ n $ -th Order IIR /AR Approximation of a Moving Average Filter

I would like to approximate a moving average filter with an IIR filter of much lower order than the tap-length of the moving average filter. Optimality shall refer to the $L_2$ norm of the impulse ...
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2answers
412 views

Mean delay for a M tap harmonically weighted filter

I am trying to derive the mean delay for $M$ filter taps harmonically weighted: $$y[n] = \frac{M\,x[n] + (M-1)x[n−1]... + 1 \cdot x[n−M+1]}{\tfrac12 M (M + 1)}$$. For a uniformly weighted filter, I ...
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3answers
1k views

Denoising a signal

I'm starting hydraulic experiments, where I'd have to measure velocity in an unsteady flow with a device called Acoustic Doppler Velocimeter. In DSP terms, I'd have a nonstationary signal in a shape ...
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1answer
276 views

Sampling multiple sensors at different rates

I have a question regarding how best to sample data from multiple sensors when they are all updating at different/changing rates. I am new to data acquisition so please bear with me. For my Master's ...
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2answers
206 views

How to make the impulse response sparse? How does one know that the channel is sparse?

I am new to sparse channel estimation algorithms and reading research articles. One such paper is blind sparse channel estimation using a modification of the BOMP technique titled, "Blind Acoustic ...
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1answer
231 views

Should I use window or any filtering to average my data?

I have 80 seconds of data and I have to score my data by taking the average or median (or some other method) every 10 seconds. What's the best way to do this ? Should I just use a regular rectangular ...
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2answers
46 views

Confusion regarding model order and lags

I have similar questions as the one asked in these posts: https://stackoverflow.com/questions/47083890/fir-filter-length-is-the-intercept-included-as-a-coefficient-matlab/47085339?noredirect=1#...
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1answer
177 views

Underdetermined deconvolution of windowed output

Consider a discrete 'blurred' output $h[t]$ given by the convolution of filter $f[t]$ and signal $g[t]$. This question considers recovering $g[t]$ from a window (subset) of $h[t]$. This causes the ...
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1answer
246 views

Model Validation After Estimation for System Identification Task (Assistance with MATLAB Code)

QUESTION: I want to determine how well the estimated model fits to the future new data. How do I validate the estimated model...what is the procedure? After system identification, how to do model ...
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1answer
3k views

Lowpass : What is wrong with average filtering?

The question is : What is wrong with averaging as low pass filter ? The details : I want to lowpass filter a signal to downsample it. The constraints are : I have no RAM available and I work in ...
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1answer
165 views

Why dft of moving average impulse response has 0 angle

I wanted to visualise angle and magnitude of moving average DFT. I used python3 for that: ...
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3answers
2k views

Group delay of moving average filter

I have implemented a moving average filter (in Python) where I fill a list with values and average them. When new values arrive the oldest will be deleted. Now I am wondering how much delay I get ...
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0answers
38 views

Multitapering in time domain to obtain smoother filtered signals?

Suppose we want to approximate the instantaneous power $z(n) = |y(n)|^2$ of the discrete-time signal $y(n)$, where $y(n)$ is the result of filtering $x(n)$ with a given window $h(n)$, $y(n) = x(n) \...
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1answer
423 views

autoregressive moving average code implementation

I am new to DSP and i am trying to take a wav (human speech) file and apply ARMA filter and plot its PSD graph in python. I see that there are a lot of AR implementations but almost none ARMA. I ...
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5answers
5k views

What Is the Transfer Function of a Moving Average (FIR Filter)?

To make post-processing easier, I export scope measurements as CSV files, which are then post-processed (mostly in Microsoft Excel, which is not the best tool for the job, but it is all I have at my ...
2
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1answer
130 views

Terminologies - lags, order in time series model

I am facing some difficulties with the terminologies - lag ($p$) and sequence length (number of data points) (N) used in time series model such as Moving average and Autoregressive model. Considering ...
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2answers
152 views

MATLAB: Implementing Least Squares Estimator for a Given Model

The formula to estimate $\mathbf{h}$ is then $$\hat{\mathbf{h}} = (X^T X)^{-1} X^T \vec{y}\tag{2}$$ I think this can be implemented in Matlab using ...
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1answer
155 views

How to Apply Least Squares Estimation for Sparse Coefficient Estimation?

The model is expressed as, $$y(n) = \sum_{i=0}^{p-1} r(i) x(n-i) + v(n) \tag{1}$$ where $\mathbf{r} = [r_1,r_2,\ldots,r_p]^T$ is the sparse channel coefficients of length $p$, $\mathbf{x} = [x_1,x_2,....
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2answers
495 views

MAD and RMS SNR relation

Recently I've found a formula relating mean average deviation (MAD) SNR to root mean square (RMS) SNR: $$\text{SNR}_\text{MAD} = \sqrt{\frac{2}{\pi}} \text{SNR}_\text{RMS} $$ which assumes Gaussian ...
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1answer
471 views

Determination of periodicity in data and finding mean

I have to find whether there is any pattern (I mean periodicity or close to periodicity) and if there is, for one cycle i have to perform numerical integration to determine mean. In the first picture ...
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1answer
603 views

How to approximate the sample rate?

I have a simple program that captures audio from an audio device. I have configured a nominal sample rate of 48000Hz and a buffer size of 1 millisecond. The audio sub system should execute my capture ...