Questions tagged [moving-average]
The moving-average tag has no usage guidance.
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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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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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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:
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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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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 ...
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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 ...
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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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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 ...
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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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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 ...
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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
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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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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 ...
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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 ...
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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 ...
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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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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 $p$, $\mathbf{x} = [x_1,x_2,....
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$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 ...
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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 ...
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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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