Unknown Filter Type

Jan 17, 2005 1 Replies

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Jon 21 years ago

I have "inherited" the following filter: Yn = Yn-1 + C1(Xn-Xn-1)^2 - C1(Xn-Xn-1)(Yn-1) C1 is a constant (in this case, C1 = 1/5) Xi is always > Xi-1

I don't know what type filter this is, other than it is used for smoothing. Does anyone recognize the form of this filter, and understand the theory?

Thanks, Jon

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Rich Webb 21 years ago

It appears to produce a resulting y that converges on 2/(C1) with the stdev of y as 2*stdev(x). Curious.

Rich Webb Norfolk, VA

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