[SciPy-User] Boxcar smoothing of 1D data array...?

Sturla Molden sturla@molden...
Sat Jun 19 05:00:33 CDT 2010



Den 18. juni 2010 kl. 16.51 skrev Anne Archibald <aarchiba@physics.mcgill.ca 
 >:

>>
>>
>>
>>     y[n] = y[n-1] + x[n] - x[n-m]
>>
>> then normalize y by 1/m.
>
> How does the numerical stability of this compare to a FIR
> implementation (with or without a Fourier transform)?
>
>>

For practical purposes, x will be a digital signal (from an ADC) or a  
digital image. Thus the recursive boxcar can be implemented with  
integer maths. Stability is excellent as numerical error is 0. :-)

You just have to make sure that y does not overflow (e.g. let y be 32  
bit if x is 16 bit).

Sturla


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