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I am a trader and I am trying to develop smoother technical indicators than what I currently have (exponential moving average). Maybe the best approach would be a dynamic ema of the form:
y[n] = x[n]*alpha + y[n-1](1-alpha)
where alpha varies based on some parameter of the signal -- dominant...
But the allpass filter does not actually do any stopband attenuation, does it? I don't need an ideal stopband transition (small as possible) or even high stopband attenuation. However, I would like some attenuation of higher frequencies, otherwise, no need to filter.
I thought about using positive feedback applied to a low-pass filter. The idea is that the gain on the positive feedback path is proportional to the actual filter output minus the input (gain proportional to error). This would allow the circuit to respond to large changes in input in...
Maybe a better question would be: can someone explain to me how to design a low-pass filter that has low-frequency phase as close as possible to zero? I am trying to smooth data in real-time.
I want to build a low-pass filter that has no or very minimal lag in time domain (in other words, I want to use it for data smoothing, responsive to big changes in the data, but still good at filtering out noise). In order to do this, I think it's a requirement that the filter has 0 phase. I...
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