exp/FB_EWMA.EXP


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35

(* @NESTEDCOMMENTS := 'Yes' *)
(* @PATH := '' *)
(* @OBJECTFLAGS := '0, 8' *)
(* @SYMFILEFLAGS := '2048' *)
FUNCTION_BLOCK FB_EWMA
VAR_INPUT
	IN_rN			: REAL := 15;	(* Filter constant alpha := rN/(rN+1) *)
	IN_rXk			: REAL;			(* Input value to smooth *)
END_VAR
VAR_OUTPUT
	OUT_rXk_avg		: REAL;		(* smoothed output *)
END_VAR
VAR
	rAlpha			: REAL;
	rXk_avg_old		: REAL;
END_VAR

(* Exponentially Weighted Moving Average Filter
Author: mo
Date: 2019-02

Filter constant:	alpha := n / (n+1)
EWMA Filter:		Xk_avg := alpha*Xk_prev + (1-alpha)*Xk

*)
(* @END_DECLARATION := '0' *)
rAlpha := IN_rN/(IN_rN+1);

OUT_rXk_avg :=	rAlpha * rXk_avg_old
			+ ( (1 - rAlpha) * IN_rXk);

rXk_avg_old := OUT_rXk_avg;

END_FUNCTION_BLOCK