Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

The tag has no usage guidance.

0
votes
1answer
43 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 ...
1
vote
2answers
169 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 ...
1
vote
1answer
45 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 ...
2
votes
1answer
55 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 ...
5
votes
6answers
187 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 ...
2
votes
2answers
116 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 ...
1
vote
3answers
108 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 ...
0
votes
0answers
26 views

How to Update Power Spectral Density Function Estimation of a Dataset in Moving Average Sense

Assume we have a dataset containing 1000 floating-point numbers. Its power spectral density function (PSD) can be estimated using various methods, e.g. Welch's method. Unlike above, please consider a ...
0
votes
0answers
85 views

Matlab: moving average with arbitrary step

I am looking for the most efficient way of performing a moving average of, for example, 4 samples out of the vector a=1:100, but skipping an arbitrary number of ...
0
votes
1answer
74 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 ...
0
votes
2answers
127 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 ...
-1
votes
1answer
52 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 ...
0
votes
2answers
38 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#...
0
votes
0answers
16 views

How to average two successive samples of CPM signal?

Consider a sampled CPM signal given by $ e^{j\phi[n,\alpha]} $ where $ \phi[n,\alpha] = 2 \pi h \sum_{i=0}^m \alpha_i q_{n - iN_s} $ and $N_s$ is the sampling rate, $n$ is the discrete time index ...
4
votes
1answer
89 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 ...
5
votes
1answer
194 views

Model validation after estimation — system identification — help with an example in Matlab

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 ...
4
votes
1answer
1k 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 ...
1
vote
1answer
83 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: ...
0
votes
3answers
795 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 ...
0
votes
0answers
179 views

Modified Moving Average Filter for Specific CutOff Frequency

I am trying to work on a general formula for Moving Average filter for CutOff frequency of 0.4 Hz to suit my application with Sampling Frequency $F_s = 50\,\textrm{Hz}$ and Moving Window size of 100 ...
1
vote
0answers
34 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) \...
1
vote
1answer
193 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 ...
2
votes
5answers
1k views

What is the transfer function of a moving average?

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
votes
1answer
122 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 ...
1
vote
2answers
83 views

Matlab : Stuck in implementing Least Squares estimator for this 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 ...
0
votes
1answer
105 views

Part 1- 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,....
1
vote
1answer
182 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 ...
2
votes
1answer
240 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 ...
0
votes
1answer
347 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 ...
0
votes
1answer
219 views

$N$ point moving average filters in state space

I am new to this filter, I did read about them, but could find out a state space notation of these: $$y(n)=\frac{1}{N}\sum_{m=0}^{N-1}x(n-m)$$ Are moving average filters an LTI systems? And how do ...
4
votes
1answer
1k views

Difference between Gaussian and moving average filters for peak detection and doppler shift detection?

Consider having a signal in the time domain, and you want to smooth the signal. Moving average and Gaussian filters that are used. How do you choose which is used for what? What are the conditions ...
5
votes
1answer
841 views

How does this “simple filter” work?

I'm new to DSP, and I'm using this basic "1-pole LPF" Param Smooth filter which "smooth" param when I change it. The code is pretty simple: ...
1
vote
1answer
69 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 ...
1
vote
2answers
693 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 ...
3
votes
1answer
67 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 ...
0
votes
3answers
1k 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. ...
2
votes
1answer
138 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 ...
0
votes
1answer
936 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 ...
1
vote
2answers
94 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 ...
0
votes
1answer
2k 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 ...
0
votes
0answers
236 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 $y[n]$ ...
1
vote
1answer
121 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 ...
5
votes
3answers
11k 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 ...
2
votes
1answer
237 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,...
4
votes
2answers
232 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 ...
1
vote
1answer
40 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 ...
2
votes
2answers
3k 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 ...
0
votes
0answers
405 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 ...
0
votes
0answers
280 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 ...
1
vote
0answers
37 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 ...