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Hello,
I introduced 2nd order IIR filtering because it is wide known
filter in acoustics and generally electronics.
The 2nd order filter has less lag and better noise suppression.
As EMA is essential 1st order IIR filter it has worse characteristics
than 2nd and higher order filters.
The coefficients can be derived using standard methods
used in acoustics. See the following references:
http://www.mesasoftware.com/pub/SMOOTHINGFILTERS.EXE
SMOOTHING FILTERS . . . . . . . . .Synopsis
Use of smoothing filters is a tradeoff between degree of smoothing and acceptable lag. This paper discusses the difference between
FIR (Finite Impulse Response) and IIR (Infinite Impulse Response) filters. Equations for higher order filters is provided, as well
as a definitive discussion of lag calculation.
also:
http://monkey.icu.ac.kr/sslab/rr/HICSS2000/DATA/DTISA04.PDF
and acoustic related ones:
http://svr-www.eng.cam.ac.uk/~ajr/SA95/node13.html
http://www.mathworks.com/access/helpdesk/help/techdoc/ref/filter.shtml
http://www.onu.edu/user/FS/lthede/adfd_txt.htm
http://www.gresilog.com/english/excommen/doc/fil_rec.htm
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 03, 2001 5:15 PM
Subject: [amibroker] Re: Newsletter 13/2001 available
> Dear Tomasz,
> Thank you for interesting techniques of Issue 13/2001.
> Two preliminary questions, not on the technique but on
> the subject itself:
> A. In
> f0 = 0.2;
> f1 = 1.2;
> f2 = -0.4;
> do you follow some formula or relation between f s ?
> I noticed that slight changes form -0.4 to -0.5 have quite
> different response.
> B. In what sense do you find this ema "better".?
> I did not see that.
> If the example was just to show the technique, it is O. K.
> Best Regards
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Hello,
> >
> > The newsletter issue 13/2001 is available at:
> > http://www.amibroker.com/newsletter/13-2001.html
> >
> > Enjoy.
> >
> > Best regards,
> > Tomasz Janeczko
> > ===============
> > AmiBroker - the comprehensive share manager.
> > http://www.amibroker.com
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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