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Re: Exponential moving average



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At 6:22 PM -0700 9/29/00, Monte C. Smith wrote:

>Bob Fulks wrote:
>
>>Using an "underdamped" moving average can be used to create a
>>smoother result with less lag. It tends to "ring" at some resonant
>>frequency.
>
>How is the dampening achieved? And, I have to assume at this point
>that the frequency at which the ringing occurs is known as a part of
>the design process. Is code then added to filter the result of the
>resonant frequency, i.e., the ringing?

These filters are analogous to a mechanical resonance. The springs in
your car are and example of such a system. The shock absorbers serve
to damp out the oscillations. Without them the car would bounce up
and down a lot after hitting a bump. Critical damping is the point
where the car motion returns to the original position with any
overshoot.