The exponentially weighted moving average is essentially a first order low pass filter:(adsbygoogle = window.adsbygoogle || []).push({});

y(t)=(1-a)*y(t-1) + a*u(t)

where y(t) is the present filter output, u(t) is the present filter input, y(t-1) is the filter output at the previous time and a is the smoothing factor or filter parameter.

From the derivation of the Lowpass filter:

a = h/(T+h) where h is the time step and T is the time constant.

When using this LPF as an EWMA, I want to smooth/average the values received between times t1 and t2 for example. Hence, would it be appropriate to set the Time Constant to (t2-t1) ? Or because it is a LPF does it mean that because I am using the time constant as the interval over which to be averaged that it will only reach 63.2% of its final value? I.e. Should I set it to 5*(t2-t1)?

Any help or discussions on setting the Time constant would be gratefully appreciated.

**Physics Forums - The Fusion of Science and Community**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# LPF/EWMA Time Constant setting

Can you offer guidance or do you also need help?

Draft saved
Draft deleted

Loading...

Similar Threads - EWMA Constant setting | Date |
---|---|

Is synchronous reactance constant? | Nov 4, 2017 |

How to choose the sampling time for the delay unit | Sep 21, 2017 |

Constant current source Inverter | Sep 6, 2017 |

How to find the torque constant of BLDC motor? | Jun 16, 2017 |

**Physics Forums - The Fusion of Science and Community**