ABSTRACT
This chapter covers some fundamental knowledge about the exponentially weighted moving average (EWMA) filter and its configurations. The main focus will be on the first- and second-order configurations. The higher-order EWMA filter may well perform in certain signal smoothing applications, its use is limited since the high-order filter results in complexity when selecting its coefficients. Therefore, usually the first-order filter is used, and for some expanded applications, the second-order filter is in place. Once a filter parameter is designed, the EWMA filter can be implemented in digital form on the process plant side. The implementation is much simpler compared to other approaches such as Kalman filter or Smith predictor. In both analog and digital fields, there are various filters available for selection such as the moving average filter, Kalman filter, low-pass filter, high-pass filter, band-pass filter, and band-stop filter. Each of them has its own application areas such as for the semiconductor industry, banking and finance, and the military.
