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rolling average and frequency response

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  • rolling average and frequency response

    Thanks again to everyone that responded. My technical reference library
    definitly needs some additions!
    >From the replies I received, no one could tell me exactly what the effect
    of a rolling average would be, except that it is a low-pass filter, and the
    mathematical formula that describes it is called an FIR (Finite Impulse
    Response) filter. An FIR filter is a polynomial that uses preceeding data
    values to calculate the value of the current datum. A rolling average is a
    special case of the FIR called a rectangular filter. By adjusting the
    coeffecients of the polynomial, as well as the number of terms (order), a
    low pass, band pass, or high pass filter may be created.

    The math that goes into calculating the values of the coeffecents is well
    beyond the scope of a single maillist posting, however I am told that
    Matlab has features that make these calculations very easy.

    In my specific case, I am sampling at 100Hz, and need a low pass filter to
    eliminate everything above 10Hz. I used a 10 point (or 10 "tap") FIR
    rectangular filter, each coeffecient having the value of 0.1 . Since I am
    looking at postural sway, I think the filtering of data higher in frequency
    that 10Hz will not introduce any errors.

    Dan Major
    Univ. of Okla. School of Industrial Engineering htp://

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