# Questions tagged [moving-average]

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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 ...
1 vote
593 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 ...
1 vote
802 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 ...
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 ...
204 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 ...
471 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 $y[n]$ ...
769 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 ...
413 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 ...
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 ...
636 views

### 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 ...