Questions tagged [moving-average]
The moving-average tag has no usage guidance.
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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:
$$
P(n) = \lambda P(n-1) + (1-\lambda) x^2(...
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Frequency response of a rolling linear regression
I am looking for a way to characterise the frequency response of the slope from a linear regression. We are exploring the effect of window length of the regression to the magnitude of the slope of the ...
CommunityBot
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Why use an ARMA process theory instead of just performing linear regression?
I am studying ARMA processes. At the end of the course the professor told us that estimating the next sample in an arma process using past of length $p$ (so performing a projection of $X_t$ on $\text{...
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average after Kalman filter and how to deal with drift
This is in the context of mobile device localization. The mobile device does not move.
All I have is the delay estimated from the signal sent by the mobile device ('measure' in blue).
With a simple ...
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Fixed-point Exponential Moving Average filter with given cutoff frequency
I want to implement in fixed point arithmetic an exponential moving average filter, with a specific cutoff frequency for a given sampling rate.
The formula for the filter is
$$
y_n = \alpha x_n + (1 -...
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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 ...
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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 ...
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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}...
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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 ...
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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?
...
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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 ...
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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 ...
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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 ...
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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?
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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 ...
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How to implement a moving average in C without a buffer?
Is it possible to implement a moving average in C without the need for a window of samples?
I've found that I can optimize a bit, by choosing a window size that's a power of two to allow for bit-...
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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 ...
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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 ...
CommunityBot
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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$ ...
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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 ...
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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 ...
CommunityBot
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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 ...
CommunityBot
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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 ...
CommunityBot
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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) ...
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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 ...
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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[...
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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 ...
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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}...
CommunityBot
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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 ...
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Moving average filter implementation in the floating point [closed]
I have following C++ implementation of the moving average digital filter.
...
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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 ...
CommunityBot
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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 ...
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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 ...
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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 ...
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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 ...
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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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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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