2.36 Consider the Hanning filter. This is a weighted moving average. a. Find the variance of the weighted moving average
Posted: Wed Jul 06, 2022 12:03 pm
2.36 Consider the Hanning filter. This is a weighted moving average. a. Find the variance of the weighted moving average for the Hanning filter. Is this variance smaller than the variance of a simple span-3 moving average with equal weights?