Efficiently calculate exponentially weighted moving averages of matrix?

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yari lazzaro 2018-12-4

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https://ww2.mathworks.cn/matlabcentral/answers/433797-efficiently-calculate-exponentially-weighted-moving-averages-of-matrix

编辑： Bill Tubbs 2021-7-22

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.

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Answer 1

Bill Tubbs 2021-7-22

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https://ww2.mathworks.cn/matlabcentral/answers/433797-efficiently-calculate-exponentially-weighted-moving-averages-of-matrix#answer_752014

编辑：Bill Tubbs 2021-7-22

在 MATLAB Online 中打开

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