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Low-pass filters
IIR
y[i] := ß * x[i] + (1-ß) * y[i-1]
From Wiki: This discrete-time implementation of a simple RC low-pass filter is the exponentially weighted moving average (aka Exponential smoothing)
Exponential smoothing: y[i] := y[i-1] + α * (x[i] - y[i-1]) where α = (1-ß) (from above)
Change detection
aka: anomaly detection
CuSum
CUSUM - Cumulative sum control chart