Abstract
Recurrent algorithms have been derived for calculating the rolling mean and variance, which reduce the memory volume required, improve the speed, and raise the reliability.
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References
G. Ya. Mirskii, Electronic Measurements [in Russian], Radio i Svyaz', Moscow (1986).
E. I. Kulikov, Methods of Measuring Random Processes [in Russian], Radio i Svyaz', Moscow (1986).
M. Ya. Mints et al., Inventor's Certificate (USSR) 767,772, Otkryt. Izobret., No. 26 (1980).
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Additional information
Translated from Izmeritel'naya Tekhnika, No. 12, pp. 11–12, December, 1993.
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Mints, M.Y., Chinkov, V.N. Algorithms for digital measurement of random-signal rolling mean and variance. Meas Tech 36, 1320–1323 (1993). https://doi.org/10.1007/BF00978255
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DOI: https://doi.org/10.1007/BF00978255