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Moving average on window of latest inputs with Exponential Weighting method

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Aviad Aviad
Aviad Aviad on 22 Apr 2018
Answered: Benjamin Großmann on 22 May 2018
I want to create a subsystem in Simulink that performs moving average with exponential weighting method on a finite-size window of latest inputs.
Currently, the Moving Average block in Simulink performs this task on on the entire input while I wish to perform the moving average with exponential weighting on the 10 most recent elements only.
What is the best way to do this in Simulink? Thanks in advance.

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Answers (1)

Benjamin Großmann
Benjamin Großmann on 22 May 2018
One possibility is to use the discrete filter block with denominater = [1] and Numerator are the exponential weights. If you do not want some static gain, then the sum of the weights shoul equal 1, e.g.
Numerator = exp(-[1:10])./sum(exp(-[1:10]));
A hand made solution could exist of a tapped delay block which outputs N delays of the input inside a vector. Then you can multiply your weights to this vector and sum up all elements:

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