# Questions tagged [moving-average]

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### 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 ...
1 vote
616 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 ...
1 vote
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5k 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 ...
1 vote
109 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}...
517 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 ...
1 vote
904 views

### Moving average filter implementation in the floating point [closed]

I have following C++ implementation of the moving average digital filter. ...
3k 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 ...
659 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 ...
1 vote
125 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 ...
1 vote
114 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 ...
1 vote
30 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 ...
419 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 ...
424 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 ...
57 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 ...
200 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 ...
11k views

### How should a moving average handle missing data points?

I'm writing a program that averages the user's weight across different days. I'm planning to use a 5-point moving-average (current day, two before and two after). Sometimes, a data point is missing ...
1 vote
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### 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 ...
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### 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 ...
60k 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 ...
542 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 ...
593 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 ...
196 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 ...
1 vote
264 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 ...
591 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 ...