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Efficiently calculate exponentially weighted moving averages of matrix?

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yari lazzaro
yari lazzaro 2018년 12월 4일
편집: Bill Tubbs 2021년 7월 22일
Hi, I've seen movmean function to calculate the moving average, but is there any function to compute the exponentially weighted moving average of a matrix of values? I would like to compute it considering a window moving over rows.
Thank you for your help.


Bill Tubbs
Bill Tubbs 2021년 7월 22일
편집: Bill Tubbs 2021년 7월 22일
I find the easiest way is to use a discrete filter. But the input data is in columns here not rows:
x = [0 1 1 1 1; 0 0 1 1 1]'; % input signals in columns
a = 0.4; % smoothing factor (0 to 1);
% y(k) = a / (1 - (1-a)*q^-1) * x(k)
y = filter(a,[1 a-1], x)
y =
0 0
0.4000 0
0.6400 0.4000
0.7840 0.6400
0.8704 0.7840

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