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Difference transformation and Stationarization of Moving Average

I have a temperature sensor data, I want to denoise it. The first thing that came to my mind was to take the moving average, it was very smooth but it is still not stationary. If I take the log ...
Clankk's user avatar
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1 answer
58 views

Lowpass Filter to Average sinusoid signal

How to get an average of a sinusoidal signal? The frequency of a signal is 50 Hz and could have harmonics, i.e. high THD. I tried to use exponential moving average with low cut-off frequency (about 1....
Rafael Santos's user avatar
1 vote
0 answers
28 views

How to implement scale-dependent Gaussian averaging using Morlet wavelet envelope in Python?

I'm trying to reproduce the scale-dependent Gaussian averaging of a time series as described in this paper: https://arxiv.org/pdf/1706.01126.pdf The process involves performing a continuous wavelet ...
Jokerp's user avatar
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1 answer
53 views

Derive PSD of an MA(1) process

Suppose there is a moving average process of order 1 that also includes a zeroth term thus: \begin{equation} Y_t=\theta\left(B\right)X_t = \left(\theta_0+\theta_1B\right)X_t \end{equation} where $X_t$ ...
hydrologist's user avatar
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1 answer
71 views

Moving average of a signal

Problem is to find 1 second moving average of a signal having sample time as Ts. To solve this, it is suggested to pass the signal through a Butterworth low pass filter having the following ...
ShiS's user avatar
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1 vote
2 answers
31 views

What is the difference of calculating signal power that using these two methods: using moving average filter and using forgetting factor?

The conventional signal power calculation can be: $$ P(n) = \frac{1}{N}\sum_{i=0}^{N-1}x^2(n-i) $$ $x(n)$ is the signal. However, I have seen another method: $$ P(n) = \lambda P(n-1) + (1-\lambda) x^2(...
zero's user avatar
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7 votes
3 answers
187 views

Why use an ARMA process theory instead of just performing linear regression?

I am studying ARMA processes. At the end of the course the professor told us that estimating the next sample in an arma process using past of length $p$ (so performing a projection of $X_t$ on $\text{...
Robert Laplace's user avatar
1 vote
0 answers
124 views

average after Kalman filter and how to deal with drift

This is in the context of mobile device localization. The mobile device does not move. All I have is the delay estimated from the signal sent by the mobile device ('measure' in blue). With a simple ...
Rokai's user avatar
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1 vote
0 answers
72 views

2D moving average model for image synthesis - how to interpret this algorithm?

Background: I'm working on a 2D Moving-Average (MA) estimator for image processing stuff and I'm trying to follow along from a paper that defines the algorithm for estimation. The main equation for ...
Brian's user avatar
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3 votes
1 answer
601 views

Allan deviation to determine averaging time

Thanks in advance for the help. I don't post on here often, so I hope I can convey my question properly. I think I understand what the Allan deviation (same as IEEE Allan variance?) does. You take a ...
nedflanders's user avatar
1 vote
1 answer
167 views

Frequency components in Bin averaging

I am back with another question. Context for the question: I am trying to smooth out the angular velocity data from an encoder. The encoder has 720 ppr and the rough angular speed of the wheel is ...
S_holmes's user avatar
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1 answer
51 views

Find the impulse response of a causal 52 day moving average system to be used in stock market [closed]

Moving average system………………………. How to solve this one?
Akhil Singh Andotra's user avatar
4 votes
2 answers
425 views

The Logic Behind Cascading a Moving Average Filter After a Median Filter

Why do we cascade a median filter and a moving average filter? I know how each filter performs, but I do not know the difference between these two filters in denoising application and what is the ...
mohammad rezza's user avatar
6 votes
3 answers
2k views

Moving average before downsampling: effect on Nyquist frequency?

First the simple questions: Is there an effect on the Nyquist frequency when I apply a moving average filter on the raw data before I downsample? And what does this do to aliased frequencies? ...
W_vH's user avatar
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2 votes
2 answers
627 views

Why couldn't I reapply a LPF to remove more noise?

I have a piece of raw accelerometer data consisted of 10,000 samples to be processed offline. Since the movement or rotation of the object is moderately slow and smooth, I would think that I can ...
KMC's user avatar
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1 vote
1 answer
256 views

Rolling sum of dataframe with custom function gets really slow on large averaging windows. Can I fix with convolve?

I am using the following function to estimate the Gaussian window rolling average of my timeseries. Though it works great from small size averaging windows, it crushes (or gets extremely slow) for ...
Jokerp's user avatar
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1 vote
2 answers
2k views

Rolling average in pandas using a Gaussian window

I want to estimate the rolling average of a time series B using a Gaussian window. The equation to do this would correspond to $$\tilde{B_{s}}(t_{n}) = \frac{1}{A_{s}} \sum_{t_{m}= t_{n}-3s}^{t_{n}+3s}...
Jokerp's user avatar
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1 vote
0 answers
99 views

How to optimize noise reduction to perform burst detection and detect oscillations?

Let be $\mu_k$ some univariate signals of time $t$. I am performing burst detection to detect oscillations in any signal $\mu_k$. I tested the following methods : Perform noise reduction on $\mu_k$ ...
Mistapopo's user avatar
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0 votes
1 answer
317 views

Average of discrete periodic signal

I am working on a project which, at some point, relies on the computation of the average of discrete signals, which typically look like this: The project generates hundreds of such signals, and: the ...
Scrimbibete's user avatar
2 votes
1 answer
194 views

What happens when filter ringing is far longer than the signal itself?

I'm digging into some (quite popular in my field) analytical practice that I find suspicious. The problem is to remove the trend from some very short (eg. 18-40 data points representing 200 - 800 ms) ...
Bartek Kroczek's user avatar
0 votes
2 answers
190 views

Boxcar, Removing DC signal from an ADC on a FPGA

I have been reading on different ways to do this. I have seen this Linear-phase DC Removal Filter This seems like it would work just fine, but it would take some time to implement. Is there any reason ...
Kronos's user avatar
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3 votes
1 answer
119 views

How to interpret power of a two-point average signal

Consider a DT signal $x[n]$. Define the two-point moving average signal : $$ y[n]:=\frac{1}{2}x[n]+\frac{1}{2}x[n-1] $$ Define : $$ \langle x[n]\rangle:=\lim_{N\to\infty}\frac{1}{2N+1}\sum_{n=-N}^{N}x[...
SPARSE's user avatar
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1 vote
1 answer
1k views

Moving average filter implementation in the floating point [closed]

I have following C++ implementation of the moving average digital filter. ...
Steve's user avatar
  • 397
-1 votes
1 answer
946 views

Faster way to Implement a CFAR (window average) Threshold

I implemented a version of a CFAR average in MATLAB but it's 'slow' and I need to speed it up. I included the pseudo code and logic below. I used a nested for loop to calculate the moving average but ...
hwhorf's user avatar
  • 1
1 vote
2 answers
119 views

System identification for a single-input-single-output-system

Let $u(n)$ be the input and $v(n)$ the output of a single-input-single-output system described by the Auto-Regressive-Moving-Average equation $$v(n)=\sum_{k=0}^{m_{0}}b_ku(n-k)+\sum_{k=1}^{n_{0}}a_{k}...
SISO's user avatar
  • 11
1 vote
2 answers
141 views

Analysis of the ratio of two moving average filters

I have created a basic segmentation algorithm for 1-D signals (e.g. audio) based on a ratio of energy averages. The classification rule involves comparing the signal energy measured over a short time ...
machfour's user avatar
  • 131
1 vote
1 answer
123 views

Moving average frequency response over an image

I'm studying image denoising by linear filtering with cross-correlation, in particular with a moving-average kernel (K x K kernel of all equal elements which sum is 1). For clarity, I'd like to refer ...
LuxGiammi's user avatar
  • 111
1 vote
0 answers
35 views

How to select the ARMA model parameters?

I have a series of data containing 120,000 points. The mean of each N(=60) point is zero. I want to forecast the next 60 points using the ARMA model. My question is, specificaly, how to choose the ...
JES0's user avatar
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1 vote
1 answer
10k views

Is there a Python method to calculate moving RMS of a signal? How to calculate the moving RMS using the discrete signal formula? [closed]

I'm trying to calculate a moving RMS of an acceleration signal. One of the answers in the post, shows the formula for calculating moving RMS for discrete signal. The formula they suggest: I have a ...
MajorMajorMajorMajor's user avatar
0 votes
1 answer
78 views

How to solve this Laplace integral for an averaging function in an iterative numerical (finite difference) model?

I am trying to implement a mathematical model for vibrational damping described in this article. They provide an equation for damping force ($F$) as a function of: a spring constant ($k$) a damping ...
mike's user avatar
  • 533
0 votes
1 answer
224 views

Is it possible to specify number of taps and cutoff frequency independently?

When specifying the properties of a moving average filter, is it possible to specify the number of taps and the cutoff frequency? My guess is no since taps (the number of samples in a moving average ...
Eind997's user avatar
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0 votes
0 answers
460 views

Moving average filter output magnitude in simulink

I was using the Moving average filter provided by simulink. I set the window length equal to 31 samples and i was using a fixed step solver with a step size of $\frac{1}{(50\times24)}$. I used a unit ...
mka_07's user avatar
  • 15
1 vote
0 answers
93 views

Spatial moving average in array antenna processing

In array processing the theoretical spatial response of the array is calculated by doing DFT on sensor locations for some assumed wave number (1/wavelength). The figures below shows the sensor ...
user1641496's user avatar
-1 votes
1 answer
51 views

Difference between the average operation and the application of the equivalent LPF

I would be glad if someone could answer my question. I have a bit stream of data and I want to extract the low frequency component. When post processing the data I can calculate the average value over ...
Kixx's user avatar
  • 1
3 votes
4 answers
648 views

Filtering Angular Measurements

I am trying to apply a filter to reduce noise in angular measurements. Since the data comes with noise, the filter needs to be able to handle measurements that are not smoothly progressing; for ...
c00der's user avatar
  • 131
2 votes
1 answer
595 views

How to filter a signal using a bandpass filter consisted of two moving average filters?

I want to filter a PPG signal on a microcontroller. I have limited memory and a was searching for low computational methods. I found the work of Kazuhiro Taniguchi, Earable POCER: Development of a ...
JasonScientist's user avatar
4 votes
1 answer
737 views

moving average rounding error analysis

I have implemented a moving average, similar to the Hogenauer Filter, with a reduced number of computation operations. I expect the expected error to behave as the random walk and its STD to be of ...
Gideon Genadi Kogan's user avatar
0 votes
1 answer
640 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 ...
Yazan Alatoom's user avatar
0 votes
1 answer
206 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 ...
Ahmed Mahmoud's user avatar
0 votes
1 answer
760 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 ...
Tarashi99's user avatar
1 vote
2 answers
300 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 ...
MisterH's user avatar
  • 317
0 votes
1 answer
413 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 ...
varungupta's user avatar
1 vote
1 answer
254 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 ...
varungupta's user avatar
0 votes
1 answer
91 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 ...
Noobcoder's user avatar
4 votes
3 answers
247 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 ...
LoveDaOOP's user avatar
2 votes
3 answers
504 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 ...
GENIVI-LEARNER's user avatar
1 vote
3 answers
763 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 ...
mka_07's user avatar
  • 15
1 vote
5 answers
987 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 ...
MisterH's user avatar
  • 317
0 votes
1 answer
152 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.
Manzillo's user avatar
2 votes
1 answer
524 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 ...
ImJimmi's user avatar
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