filter.h File Reference

digital filter functions More...

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Functions
static float	EWMA_filter (float a, float xk, float yk1)
static float	EWMA_smoothing (int N)

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Detailed Description

digital filter functions

Definition in file filter.h.

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Function Documentation

static float EWMA_filter	(	float	a,
		float	xk,
		float	yk1
	)			[inline, static]

Exponentially weighted moving average filter. Transfer function:

y[k] = a*x[k] + (1-a)*y[k-1]

The smoothing factor, "a", is how much weight to assign the latest observation. Values of "a" close to one have less of a smoothing effect and give greater weight to recent changes in the data, while values of "a" closer to zero have a greater smoothing effect and are less responsive to recent changes.[1]

[1] http://en.wikipedia.org/wiki/Exponential_smoothing

Definition at line 32 of file filter.h.

static float EWMA_smoothing

(

int

N

)

[inline, static]

Exponential smoothing factor corresponding to N periods.

Definition at line 40 of file filter.h.