> This change replaces the EWMA implementation with a moving average that's > designed to significantly reduce lag while keeping a bigger window size > by being better at filtering out noise. > > It is only slightly more expensive than the simple EWMA and still avoids > divisions in its calculation. > > The algorithm is adapted from an implementation intended for a completely > different field (stock market trading), where the tradeoff of lag vs > noise filtering is equally important. It is based on the "smoothing filter" > from http://www.stockspotter.com/files/PredictiveIndicators.pdf. > > I have adapted it to fixed-point math with some constants so that it uses > only addition, bit shifts and multiplication > Would it be worth pulling that out into similar helpers to EWMA in average.h, perhaps even in the same file? You need to keep a bit more state, but essentially the same API should work since EWMA already declares the "struct ewma_something" once you use the DECLARE_EWMA(). johannes
