FILTERING AND FORECASTING SIGNALS ALGORITHM BASED ON EXPONENTIAL BROWN’S FILTER

Abstract

In the article we reviewed exponential smoothing method, proposed by Robert Brown and field of its use in control systems and measurement systems. We proposed smoothing and forecasting signal algorithm, using nonius principle of Brown’s filter structure increasing. This method gives an opportunity partly compensate disadvantages of exponential smoothing such as defects of introducing a lag relative to the input data. This algorithm might be implemented as program for digital information processing devices.