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Recursive Windowing of Time Series
Windowing a time series means computing another time series
by the formula
One practical difficulty in using the representation (1) is that it requires storage of all the values of for which , and when used sequentially, in storage of all the values of for which and . In particular, it is not practical to realize an IIR (infinite impulse response) filter in this way.
The most common IIR impulse response used for windowing is the case
Another filter which is used for windowing is the `modified Barnwell' window
suggested by Strobach. This second order filter generalizes (4) is
given by
The DC gain is
Next: Recursive Implementation of General Up: Recursive Windowing of Time Previous: Recursive Windowing of Time Fri Jun 27 03:10:38 EDT 1997 
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