Simple algorithm Exponential weighting

Hello,

I need to write an algortihm for the formula:

x=[d(t-1)+A*d(t-2)+(A^2)*d(t-3)+(A^3)*d(t-4)+.....]

with:

for t=1:T d = poissrnd(constant,1,T) A = constant

Every loop I am adding a value to the matrix. The older the value the lower the weighing.

Thanks in advance!

Answer 1

[Christiaan]

Dear Thijs,

This code may help you on your way:

A=1;
for i=1:10
    if i==1
    x(i) = 1;
    end
    if i>1
        x(i) = x(i-1) + A^(i-1)*x(i-1)
    end
end

Good luck! Christiaan

[Thijs Ruigrok]

Hey Christiaan, Thanks for the answer! There is only one problem left. Older values have to get a lower weighting so. The older the value gets the higher the exponent. Cheers