Exponential Smoother

Exponential smoothing of time series.

Y = EXPSMOOTH( X, FS, TAU )

Given input sequence X (column vector), sampled at FS Hertz, returns exponentially smoothed output sequence Y. Time constant (in milliseconds) for the exponential smoother is specified in TAU. If X is a matrix, then smoothing of column vectors of X is performed and returned as column vectors of Y.

For further help including example usage type "help expsmooth" in MATLAB.