What code to implement to create a non-causal moving average filter that would use future values as input?

I am quite confused as I am able to write a code for a simple causal moving average filter but do not know that what would differ if it's a non causal one. Please provide me the code for non-causal moving average filter for any number of M values.

Answers (2)

See https://en.wikipedia.org/wiki/Causal_filter "In signal processing, a causal filter is a linear and time-invariant causal system. The word causal indicates that the filter output depends only on past and present inputs. A filter whose output also depends on future inputs is non-causal, whereas a filter whose output depends only on future inputs is anti-causal. "
If your signal is time, with early times on the left and later times on the right, then I guess a non-causal filter would be a window that had an odd number of elements and didn't have any on the past/left side of it, like
kernel = [0,0,0,0,1,1,1,1,1] / 5;
out = imfilter(signal, 1, kernel);
or something like that.

3 Comments

I am trying to create a function that carries out moving average using the equation y[n] = 1/M Σx[n − k] lower limit:k=−(M −1)/ 2 upper limit:(M −1)/ 2 while the data I use is from a text file, does the code you have provided perform a moving average and could you explain what this code is doing as I am new to matlab.
No, it only averages over half the filter window. To do a moving average over the whole window, which is what you're asking now, you'd use all 1's.
y = conv(x, ones(1, M)/M, 'full');
Generally for noise reduction,which is better, a causal filter or a non-causal filter?
Also, which function can I use to perform moving average of array (samples of a sensor signal)?
What's the difference between 'movmean' and 'tsmovavg'
thank you very much!

Sign in to comment.

I'm confused how to write the matlab code for and design filter for cousal and non cousal system, and how to check real time filtert?

1 Comment

What's confusing? For a sliding window filter, half of it should be zeroed out - the half that refers to the "future".

Sign in to comment.

Categories

Find more on MATLAB in Help Center and File Exchange

Asked:

on 24 Oct 2015

Commented:

on 27 Mar 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!