Exponential/recursive smoothing

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Mohamend Tagtyhj
Mohamend Tagtyhj 2018-11-27
I need to estimate power of signal over time using exponential or recursive smoothing. I got this formula
Px[n] = αPx[n-1] + (1-α)x[n]^2
and the signal is
Fs = 8000;
dt = 1/Fs;
StopTime = 5;
t = (0:dt:StopTime-dt)';
L=length(t);
noise=1*randn(L,1);
for alpha=0.999 power signal should look like this
df180c8491.png
How can I do it?

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