.BondLib.SystemDynamics.Functions.SMTH1

Information

This is a first-order exponential smoothing function. It describes the smoothing of information flows.

In engineering terms, this would be called a first-order low-pass filter with the transfer function:

G(s) = 1/(tau*s + 1)

and the time constant

tau = averaging_time.

The initial value of the output can be set. By default, it assumes a value of zero.


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