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Questions tagged [moving-average]

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34 votes
2 answers
62k views

What is the cut-off frequency of a moving average filter?

I need to design a moving average filter that has a cut-off frequency of 7.8 Hz. I have used moving average filters before, but as far as I'm aware, the only parameter that can be fed in is the number ...
CaptainProg's user avatar
7 votes
5 answers
7k views

3dB-Cut off frequency of moving average

I've read the thread: Cut off frequency of moving average And I use the second answer in my algorithm to calculate the 3dB cut off frequency of my filter, which works great, as my filter length is ...
Slev1n's user avatar
  • 157
4 votes
1 answer
1k 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: ...
markzzz's user avatar
  • 45
3 votes
1 answer
600 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
5 answers
986 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
12 votes
3 answers
32k 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 ...
Basj's user avatar
  • 1,277
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
  • 163
5 votes
6 answers
2k 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 ...
burnpanck's user avatar
  • 169
4 votes
1 answer
343 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 ...
egg's user avatar
  • 143
7 votes
5 answers
12k 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 ...
Sclrx's user avatar
  • 271
4 votes
1 answer
736 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
3 votes
1 answer
2k views

Equivalent 2D mask of moving-average

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 ...
BRabbit27's user avatar
  • 301
2 votes
1 answer
202 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 ...
gklearning's user avatar
2 votes
2 answers
2k 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 ...
doubleE's user avatar
  • 273
2 votes
1 answer
259 views

How to apply least-squares estimation for sparse coefficient estimation?

The model is expressed as follows $$y(n) = \sum_{i=0}^{p-1} r(i) x(n-i) + v(n) \tag{1}$$ where $\mathbf{r} = \begin{bmatrix} r_1 & r_2 & \ldots &r_p \end{bmatrix}^T$ is the sparse length-$...
SKM's user avatar
  • 621
2 votes
1 answer
141 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 ...
Srishti M's user avatar
  • 616
1 vote
0 answers
177 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 ...
sundar's user avatar
  • 343
0 votes
1 answer
606 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 ...
Aashu10's user avatar
  • 85
0 votes
2 answers
437 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 ...
sundar's user avatar
  • 343
0 votes
1 answer
5k views

Exponential average with time constant of slow, fast and impulse

I have been studying about exponential average. There are enough explanations about this at Internet, but they do not explain about the time constant. I have one channel with a $T$ seconds time ...
actlee's user avatar
  • 111