Questions tagged [moving-average]
The moving-average tag has no usage guidance.
22
questions with no upvoted or accepted answers
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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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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 ...
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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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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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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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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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30
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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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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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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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45
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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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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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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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802
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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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424
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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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204
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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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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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769
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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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413
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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
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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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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 ...
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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 ...
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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 ...
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