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Modelling the above, we see that a moving average filter of length \(\small\textstyle L\) for an input signal \(\small\textstyle x(n)\) may be defined as follows:

\( y(n)=\large{\frac{1}{L}}\normalsize{\sum\limits_{k=0}^{L-1}x(n-k)}\quad \text{for} \quad\normalsize{n=0,1,2,3….}\label{FIRdef}\tag{1}\)

This computation requires \(\small\textstyle L-1\) additions, which may become computationally demanding for very low power processors when \(\small\textstyle L\) is large. Therefore, applying some lateral thinking to the computational challenge, we see that a much more computationally efficient filter can be used in order to achieve the same result, namely:

\(H(z)=\displaystyle\frac{1}{L}\frac{1-z^{-L}}{1-z^{-1}}\tag{2}\label{TF}\)

with the difference equation,

\(y(n) =y(n-1)+\displaystyle\frac{x(n)-x(n-L)}{L}\tag{3}\)

Notice that this implementation only requires one addition and one subtraction for any value of \(\small\textstyle L\). A further simplification (valid for both implementations) can be achieved in a pre-processing step prior to implementing the difference equation, i.e. scaling all input values by \(\small\textstyle L\). If \(\small\textstyle L\) is a power of two (e.g. 4,8,16,32..), this can be achieved by a simple binary shift right operation.

Is it an IIR or actually an FIR?

Upon initial inspection of the transfer function of Eqn. \(\small\textstyle\eqref{TF}\), it appears that the efficient Moving average filter is an IIR filter. However, analysing the pole-zero plot of the filter (shown on the right for \(\small\textstyle L=8\)), we see that the pole at DC has been cancelled by a zero, and that the resulting filter is actually an FIR filter, with the same result as Eqn. \(\small\textstyle\eqref{FIRdef}\).

Notice also that the frequency spacing of the zeros (corresponding to the nulls in the frequency response) are at spaced at \(\small\textstyle\pm\frac{Fs}{L}\). This can be readily seen for this example, where an MA of length 8, sampled at \(\small\textstyle 500Hz\), results in a \(\small\textstyle\pm62.5Hz\) resolution.

As a final point, notice that the our efficient filter requires a delay line of length \(\small\textstyle L+1\), compared with the FIR delay line of length, \(\small\textstyle L\). However, this is a small price to pay for the computation advantage of a filter just requiring one addition and one subtraction. As such, the MA filter of Eqn. \(\small\textstyle\eqref{TF}\) presented herein is very attractive for very low power processors, such as the Arm Cortex-M0 that have been traditionally overlooked for DSP operations.

Implementation

The MA filter of Eqn. \(\small\textstyle\eqref{TF}\) may be implemented in ASN FilterScript as follows:

 
ClearH1;  // clear primary filter from cascade 
interface L = {2,32,2,4}; // interface variable definition 

Main() 
Num = {1,zeros(L-1),-1}; // define numerator coefficients 
Den = {1,-1}; // define denominator coefficients 
Gain = 1/L; // define gain 

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ClearH1;  // clear primary filter from cascade
Main();
Hd=movaver(8,"symbolic");  // design an 8th order MA
Num = getnum(Hd);   // define numerator coefficients
Den = {1};          // define denominator coefficients
Gain = getgain(Hd); // define gain

A more computationally efficient implementation of the MA filter is discussed here.

Further reading

• Understanding Digital Signal Processing, Chapter 5, R. G. Lyons
• The Scientist and Engineer’s Guide to Digital Signal Processing, Chapter 15, Steven W. Smith

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