Computation of Running Averages

摘要

This brief presents and compares several recursive and nonrecursive techniques for the efficient computation of the running average of discrete signals. First of all, the standard recursive algorithm is considered and its long-term accuracy is assessed when the floating-point arithmetic is employed. A cheap refreshing strategy is proposed as a means of keeping the computed value close enough to the exact one. Then, two alternative nonrecursive algorithms, requiring only log2N additions, are developed, which are as reliable and accurate as the direct implementation