To calculate the exponential moving average of a vector in MATLAB, you can use the built-in filter
function which applies a filter to a data sequence.
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The exponentialMovingAverage
function takes two inputs: x
, which is the vector to be smoothed, and alpha
, which is the smoothing factor. The function assumes that x
is a column vector already.
The output of the function is the exponential moving average of x
, which is stored in the ema
array.
Here's an example of how to use the function:
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You can change the value of alpha
to adjust the level of smoothing. A smaller value of alpha
results in more smoothing, while a larger value of alpha
results in less smoothing.
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