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Q&A Moving average that uses less memory?

I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and I'm also showing a 2nd order IIR filter. The 2nd order filter is based on cascading two 1st order stages w...

posted 4y ago by Andy aka‭  ·  edited 4y ago by Andy aka‭

Answer
#3: Post edited by user avatar Andy aka‭ · 2020-06-23T11:07:49Z (over 4 years ago)
  • Being an occasional coder and as much interested in "why" as "how" I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and showing a 2nd order version of the 1st order (equivalent to and RC) low pass filter.
  • All these filters are IIR types and are the same as Olin discusses in his answer: -
  • ![Image alt text](https://electrical.codidact.com/uploads/z78UYc9Tg6p7Q365xehseTKC)
  • There are two filters in the above diagram: -
  • - 1st order 1 Hz low pass filter
  • - 2nd order 1 Hz low pass filter
  • The 2nd order low pass filter has been adjusted to give a Butterworth response i.e. maximally flat in the pass band. The sample rate is 1 kHz.
  • The AC responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/PqqhV6rmZgcG22bHy5G3JRRe)
  • And the 10 Hz signal input transient responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/U4X5azPXBZFY1PrTUJS2s5ZB)
  • Several things are defined in the "schematic": -
  • - Tsamp is the sample time (set to 1 ms)
  • - CR is the capacitor-resistor time constant (set to 0.15915)
  • - This CR time is for a 1 Hz low pass filter because: -
  • $$F_C = \dfrac{1}{2\pi CR} = 1 \text{ Hz}$$
  • Those definitions suit both filters and, for the 2nd order filter, there is a definition that sets the damping: -
  • - zeta (damping ratio or \$\zeta\$) is set to 0.7071 (classical Butterworth response)
  • - k is the feedback factor and equals \$-2\cdot(1 - \zeta)\$
  • This is aimed at the occasional coder who knows about analogue circuits and wondered how a simple CR circuit can be transformed into the z-plane. Here's the equivalent analogue circuit: -
  • ![Image alt text](https://electrical.codidact.com/uploads/ToRYEBqsFajC435x3z522gKQ)
  • Maybe of interest is that the HP2 node is also a band-pass output.
  • -----
  • If we change zeta and concentrate on the 2nd order output we get: -
  • ![Image alt text](https://electrical.codidact.com/uploads/wdKBzrS7TeuR445Cjq49i52y)
  • I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and I'm also showing a 2nd order IIR filter. The 2nd order filter is based on cascading two 1st order stages with an additional feedback loop to control Q factor (or \$\zeta\$).
  • Both these filters are IIR types of the type discussed by Olin: -
  • ![Image alt text](https://electrical.codidact.com/uploads/z78UYc9Tg6p7Q365xehseTKC)
  • There are two filters in the above diagram: -
  • - 1st order 1 Hz low pass filter
  • - 2nd order 1 Hz low pass filter
  • The 2nd order low pass filter has been adjusted to give a Butterworth response i.e. maximally flat in the pass band. The sample rate is 1 kHz.
  • The AC responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/PqqhV6rmZgcG22bHy5G3JRRe)
  • And the 10 Hz signal input transient responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/U4X5azPXBZFY1PrTUJS2s5ZB)
  • Several things are defined in the "schematic": -
  • - Tsamp is the sample time (set to 1 ms)
  • - CR is the capacitor-resistor time constant (set to 0.15915)
  • - This CR time is for a 1 Hz low pass filter because: -
  • $$F_C = \dfrac{1}{2\pi CR} = 1 \text{ Hz}$$
  • Those definitions suit both filters and, for the 2nd order filter, there is a definition that sets the damping: -
  • - zeta (damping ratio or \$\zeta\$) is set to 0.7071 (classical Butterworth response)
  • - k is the feedback factor and equals \$-2\cdot(1 - \zeta)\$
  • On the left of the schematic is: -
  • - V1, an analogue voltage source to provide an input
  • - V2, a square wave source for sampling V1
  • - S1, does the sampling for transient analysis
  • This answer is aimed at the occasional coder who knows about analogue circuits and wondered how a simple CR circuit can be transformed into the z-plane.
  • Here's the equivalent analogue circuit: -
  • ![Image alt text](https://electrical.codidact.com/uploads/ToRYEBqsFajC435x3z522gKQ)
  • Maybe of interest is that the HP2 node is also a band-pass output.
  • -----
  • If we change zeta and concentrate on the 2nd order output we get: -
  • ![Image alt text](https://electrical.codidact.com/uploads/wdKBzrS7TeuR445Cjq49i52y)
  • Which is "as expected" for this type of filter.
#2: Post edited by user avatar Andy aka‭ · 2020-06-23T10:48:16Z (over 4 years ago)
  • Being an occasional coder and as much interested in "why" as "how" I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and showing a 2nd order version of the 1st order (equivalent to and RC) low pass filter: -
  • ![Image alt text](https://electrical.codidact.com/uploads/WP3pvC13ejD2h9Uop2UZg2eN)
  • There are two filters in the above diagram: -
  • - 1st order 1 Hz low pass filter
  • - 2nd order 1 Hz low pass filter
  • The 2nd order low pass filter has been adjusted to give a Butterworth response i.e. maximally flat in the pass band. The sample rate is 1 kHz.
  • The AC responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/PqqhV6rmZgcG22bHy5G3JRRe)
  • And the 10 Hz signal input transient responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/U4X5azPXBZFY1PrTUJS2s5ZB)
  • Several things are defined in the "schematic": -
  • - Tsamp is the sample time (set to 1 ms)
  • - CR is the capacitor-resistor time constant (set to 0.15915)
  • - This CR time is for a 1 Hz low pass filter because: -
  • $$F_C = \dfrac{1}{2\pi CR} = 1 \text{ Hz}$$
  • Those definitions suit both filters and, for the 2nd order filter, there is a definition that sets the damping: -
  • - zeta (damping ratio or \$\zeta\$) is set to 0.7071 (classical Butterworth response)
  • - k is the feedback factor and equals \$-2\cdot(1 - \zeta)\$
  • This is aimed at the occasional coder who knows about analogue circuits and wondered how a simple CR circuit can be transformed into the z-plane. Here's the equivalent analogue circuit: -
  • ![Image alt text](https://electrical.codidact.com/uploads/ToRYEBqsFajC435x3z522gKQ)
  • Maybe of interest is that the HP2 node is also a band-pass output.
  • -----
  • If we change zeta and concentrate on the 2nd order output we get: -
  • ![Image alt text](https://electrical.codidact.com/uploads/wdKBzrS7TeuR445Cjq49i52y)
  • Being an occasional coder and as much interested in "why" as "how" I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and showing a 2nd order version of the 1st order (equivalent to and RC) low pass filter.
  • All these filters are IIR types and are the same as Olin discusses in his answer: -
  • ![Image alt text](https://electrical.codidact.com/uploads/z78UYc9Tg6p7Q365xehseTKC)
  • There are two filters in the above diagram: -
  • - 1st order 1 Hz low pass filter
  • - 2nd order 1 Hz low pass filter
  • The 2nd order low pass filter has been adjusted to give a Butterworth response i.e. maximally flat in the pass band. The sample rate is 1 kHz.
  • The AC responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/PqqhV6rmZgcG22bHy5G3JRRe)
  • And the 10 Hz signal input transient responses are: -
  • ![Image alt text](https://electrical.codidact.com/uploads/U4X5azPXBZFY1PrTUJS2s5ZB)
  • Several things are defined in the "schematic": -
  • - Tsamp is the sample time (set to 1 ms)
  • - CR is the capacitor-resistor time constant (set to 0.15915)
  • - This CR time is for a 1 Hz low pass filter because: -
  • $$F_C = \dfrac{1}{2\pi CR} = 1 \text{ Hz}$$
  • Those definitions suit both filters and, for the 2nd order filter, there is a definition that sets the damping: -
  • - zeta (damping ratio or \$\zeta\$) is set to 0.7071 (classical Butterworth response)
  • - k is the feedback factor and equals \$-2\cdot(1 - \zeta)\$
  • This is aimed at the occasional coder who knows about analogue circuits and wondered how a simple CR circuit can be transformed into the z-plane. Here's the equivalent analogue circuit: -
  • ![Image alt text](https://electrical.codidact.com/uploads/ToRYEBqsFajC435x3z522gKQ)
  • Maybe of interest is that the HP2 node is also a band-pass output.
  • -----
  • If we change zeta and concentrate on the 2nd order output we get: -
  • ![Image alt text](https://electrical.codidact.com/uploads/wdKBzrS7TeuR445Cjq49i52y)
#1: Initial revision by user avatar Andy aka‭ · 2020-06-23T10:43:53Z (over 4 years ago)
Being an occasional coder and as much interested in "why" as "how" I'm adding to Olin's answer with a little bit of theory (from the standpoint of an EE) and showing a 2nd order version of the 1st order (equivalent to and RC) low pass filter: -

![Image alt text](https://electrical.codidact.com/uploads/WP3pvC13ejD2h9Uop2UZg2eN)

There are two filters in the above diagram: -

 - 1st order 1 Hz low pass filter
 - 2nd order 1 Hz low pass filter

The 2nd order low pass filter has been adjusted to give a Butterworth response i.e. maximally flat in the pass band. The sample rate is 1 kHz.

The AC responses are: -

![Image alt text](https://electrical.codidact.com/uploads/PqqhV6rmZgcG22bHy5G3JRRe)

And the 10 Hz signal input transient responses are: -

![Image alt text](https://electrical.codidact.com/uploads/U4X5azPXBZFY1PrTUJS2s5ZB)

Several things are defined in the "schematic": -

 - Tsamp is the sample time (set to 1 ms)
 - CR is the capacitor-resistor time constant (set to 0.15915)
 - This CR time is for a 1 Hz low pass filter because: -

$$F_C = \dfrac{1}{2\pi CR} = 1 \text{ Hz}$$

Those definitions suit both filters and, for the 2nd order filter, there is a definition that sets the damping: -

 - zeta (damping ratio or \$\zeta\$) is set to 0.7071 (classical Butterworth response)
 - k is the feedback factor and equals \$-2\cdot(1 - \zeta)\$

This is aimed at the occasional coder who knows about analogue circuits and wondered how a simple CR circuit can be transformed into the z-plane. Here's the equivalent analogue circuit: -

![Image alt text](https://electrical.codidact.com/uploads/ToRYEBqsFajC435x3z522gKQ)

Maybe of interest is that the HP2 node is also a band-pass output.


-----


If we change zeta and concentrate on the 2nd order output we get: -

![Image alt text](https://electrical.codidact.com/uploads/wdKBzrS7TeuR445Cjq49i52y)