double_moving_average_filter

#Double Moving Average Filter

##Description The DoubleMovingAverageFilter class implements a low pass double moving average filter. The DoubleMovingAverageFilter is part of the Preprocessing Modules.

An example of a signal (sine wave + random noise) filtered using a double moving average filter. The red signal is the original signal + noise, the green signal is the filtered signal using a double moving average filter with a window size of 5, and the blue signal is the filtered signal using a double moving average filter with a window size of 20.

##Advantages The DoubleMovingAverageFilter is good for removing a small amount of high frequency noise from an N-dimensional signal.

##Disadvantages The main disadvantage of the DoubleMovingAverageFilter is that in order to filter out significantly high frequency noise, the window size of the filter needs to be large. The problem with having a large filter window is that this will induce a large latency in any signal passing through the filter, which may not be advantageous for real-time applications. If you find that you need a large filter window to filter out high frequency noise and the latency induced by this window size is not suitable for your real-time application, then you might want to try a Low Pass Filter instead.

##Example Double Moving Average Filter Example