Estimation of Variance by a Recursive Equation (pdf, 1969)(ntrs.nasa.gov)

2 pointsby slow_typistvor 6 Monaten1 comments

ntrs.nasa.gov

Estimation of Variance by a Recursive Equation (pdf, 1969)

https://ntrs.nasa.gov/api/citations/19690028796/downloads/19690028796.pdf

1 comments

I was looking for an efficient algorithm calculating variance of a sliding window of the last n values an ongoing signal, and this came up.

Besides the content of the paper, the metadata on page 2 is interesting, as well as the barcode on the front page as well as the machine readable font accompanying the bar code. Did not know that was a thing in 1969 but maybe it was attached later in time.