Moving average filter

The FIR moving average filter is a symmetrical non-causal time series moving average filter. It acts like a low-pass filter within the frequency band: With a low-pass filter, all frequencies below a certain cut-off frequency pass through the filter. Higher frequencies above this cut-off frequency are attenuated or are not passed through at all. High frequencies are filtered out.

The degree of signal smoothing can be adjusted by specifying a filter order. The higher the order, the stronger the filter effect.

The filter core corresponds to a rectangle, see Fig. “Filter core of moving average filter” below. The resulting characteristic filter curve (step response) is depicted in Fig. “Step response of moving average filter”.

The examples are calculated with order 40.