EWMA Questions #58
Description
I just wanted to ask, how do I go from
16y(t) = x(t) + 15y(t-1)
to
16y(t) = x(t) + 16y(t-1) - (16(y(t-1)-16/2)/16
My understanding is that if I apply the correction factor for rounding, wouldn't it be
16y(t) = x(t) + 15y(t-1) + 8