Unknown Filter Type

[Jon]

I have "inherited" the following filter:
Yn = Yn-1 + C1(Xn-Xn-1)^2 - C1(Xn-Xn-1)(Yn-1)
C1 is a constant (in this case, C1 = 1/5)
Xi is always > Xi-1

I don't know what type filter this is, other than it is used for
smoothing. Does anyone recognize the form of this filter, and
understand the theory?

Thanks,
Jon

 

[Rich Webb]

On 17 Jan 2005 09:30:32 -0800, "Jon" <jon.lark@l-3com.com> wrote:

I have "inherited" the following filter:
Yn = Yn-1 + C1(Xn-Xn-1)^2 - C1(Xn-Xn-1)(Yn-1)
C1 is a constant (in this case, C1 = 1/5)
Xi is always > Xi-1

I don't know what type filter this is, other than it is used for
smoothing. Does anyone recognize the form of this filter, and
understand the theory?

It appears to produce a resulting y that converges on 2/(C1) with the
stdev of y as 2*stdev(x). Curious.

--
Rich Webb Norfolk, VA