diff --git a/techniques/dsp/README.md b/techniques/dsp/README.md index 91a56e7..4524f2d 100644 --- a/techniques/dsp/README.md +++ b/techniques/dsp/README.md @@ -619,10 +619,10 @@ The coefficients that affect the input values (all `b`-prefixed variables in the ``` y = 0. -y := a0*input+a1*input[1]...+nz(b0*y[1]+b1*y[2]...) +y := b0*input+b1*input[1]...+nz(a0*y[1]+a1*y[2]...) ``` -It is also common to use the input signal as the initializing value. +It is also common to use the input signal or a moving average to initialize an IIR filter.
@@ -708,7 +708,7 @@ Many recursive implementations of the Gaussian filter exist and are way more eff The signal to noise ratio (SNR) is used to measure the level of a signal relative to the level of unwanted noise, with a SNR inferior to 1 indicating more noise than signal. This metric is often expressed as the ratio of the mean and the standard deviation, however a rolling version could be more useful. The signal to noise ratio function can be computed in Pine Script as follows: ``` -snr(input) => sma(input,length)/stdev(input,length) +snr(input,length) => sma(input,length)/stdev(input,length) ```
@@ -732,7 +732,7 @@ White noise is a type of random signal that has a constant power spectral densit ``` lcg(seed) => - s = n < 10000 ? na : (171 * nz(s[1],seed))%30269 + s = (171 * nz(s[1],seed))%30269 (s/30269 - .5)*2 ``` @@ -823,7 +823,7 @@ Note that a filter having negative coefficients (or low-lag in general) can prod ## About The Author

- +