Recursive Filters: SMA, EMA, Low‑Pass, and a Tiny Kalman
While exploring optimizers I fell down the rabbit hole of recursive filters. This post is a compact, practical tour of smoothers you can use when measurements are noisy but latency and compute are tight. We’ll keep the math minimal, the intuition high, and focus on when and why to use SMA, EMA/low‑pass, and a tiny 1D Kalman.
If you are here just for code, my Kaggle Notebook can be found here.
Why recursive filters
Recursive filters shine when compute and memory are scarce, or when data arrives a...
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