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Dear Tomasz,
"Note also, that with this approach we may pass additional arguments
so our IIR2 filter may be re-used with various smoothing parameters."
I attempted to replace (h+l)/2 with other functions (ma, stochd etc)
without result.
Is there anything I am missing ?
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> wrote:
> Dear Tomasz,
> Thank you very much for valuable reference.
> Best Regards
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > 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@xxxx>
> > 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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