Weight vector of an exponential moving average?
ok the solution was: (in R)

emaweights&lt;-function(m)
{
  alpha&lt;-2/(m+1)
  i&lt;-1:m
  sm&lt;-sum((alpha*(1-alpha)^(1-i)))
  return(((alpha*(1-alpha)^(1-i)))/sm)  
}


Here the weights do add up to 1.