This page is work in progress. More practical calculations for digital filters will be added.

## First order IIR filter

In my book “Embedded Software for the IoT”, there is a chapter on Statistical Process Control. This introduces a simple-filter called EWMA – Exponentially Weighted Moving Average. It is the simplest possible low-pass IIR Filter:

y[n] = \alpha* x[n] + (1-\alpha)*y[n-1]

In other words, this filter has an output that corresponds to a fraction (less than 1) of the input plus 1 minus the same fraction times the previous output. If \alpha is close to one, the filter has a short impulse-response, and as \alpha goes towards 0 the impulse-response goes towards infinity.

Typically, filters are designed from their “3 dB cutoff frequency” – f_c . If we first introduce an intermediate variable – \beta – we can calculate the constant \alpha based on the cutoff frequency and the sampling frequency f_s .

\beta = cos(2\pi f_c/f_s)

\alpha = \beta-1+\sqrt{\beta^2-4\beta+3}

The above is easily done in Excel. You can see more on this filter here.