On Thu, 12 Apr 2001, Peter Betts wrote:

> Dale,
>
> > >   FILT <-- FILT*(1-F) + NEW*F
>
> > ..... I keep thinking I can  see how this
> > works, but then I plug it into Excel and it doesn't work.
>
> the key is the statement
>
> > F is the filter fraction.
>
> A fraction is in the range 0 to 1 so it'll only look good in Excel if you
> use values between 0 and 1 (say 0.75)

I got all that, but didn't quite get where that number was coming from.

> What you are simply doing is weighting the output result with a proportion
> of the OLD output value and a proportion of the NEW input value.
>
> So FILT(N+1) = [ FILT(N) * (1-F)] + [ INPUT(N) * F ]
>
> Where INPUT is obviously your new input sample of the period or whatever.
>
> Example: If N=3 (3rd sample) and F=0.75 then...
>
> FILT(4) = [ FILT(3) * (0.25)] + [ INPUT(3) * 0.75 ]
>
> So it's taking 75% of the new input and 25% of the previous output to
> calculate the new output.
>
> If you want the filter to react quickly then F is large but it is also
> susceptable to noise and variations in the error of the input and filtering
> is small. In the limit where F is 1 the output becomes the input and you get
> no filtering.

NOW I get it.  *I* pick F, arbitrarily, depending on how I want the filter
to act.  Thanks.  That was the piece I was missing.  Now it makes sense,
and I can see where I was getting of track.

Dale
---
The most exciting phrase to hear in science, the one that heralds new
discoveries, is not "Eureka!" (I found it!) but "That's funny ..."
                -- Isaac Asimov

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