Questions tagged [moving-average]

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Deconvolution of non-stationary, 1-D signal?

I have a time series that has been measured after convolution with a moving average filter. Knowing the parameters of the moving average filter, is it possible to reconstruct/constrain the values of ...
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49 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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36 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
316 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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38 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 ...
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296 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 ...
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678 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 ...
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259 views

ACF and PACF Confidence Levels for ARMA

I'm trying to figure out where exactly to draw the confidence levels for the autocorrleation function (ACF) and the partial autocorrelation function (PACF) for an ARMA model. For PACF I found that a ...
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0answers
23 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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7 views

After fitting auto ARIMA's order, in prediction I'm getting bad result

For sunspot dataset. Below is the ARIMA code. Auto ARIMA finds the best ARMA(2,1,2)(2,0,1) model. But when I plot the prediction seems wrong: ...
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1answer
119 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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354 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 $y[n]$ ...
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569 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 ...
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332 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 ...
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1k views

Moving average on the frequency domain - (Welch's Method?)

Is there a name for a filter that is using a moving average on the frequency domain? I am searching for such a filter to filter out long "pads" (synths) from music. Do any of you know about such ...
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1answer
100 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 ...