Fast Recursive 1D Signal Smoothing - IIR / Auto Regressive Implementation of Gaussian Smoothing I have just begun to dive into the field of signal processing, but there is the need to program a digital filter, that has to smooth a realtime signal from a sensor device. As far as I know, in my case a FIR filter is not suitable, because I have a lot of samples (1000) per sec and the convolution that is needed for appling a gaussian smoothing takes to long. Therefore I need some IIR Filter, that is capable of deliver results, that are comparable with gaussian filtering. I have already tested the first order lag filter, but this filter does not smooth out the signal if it was constant over time before.

Do you have any suggestions where to start? What are suitable fast recursive smoothing filters that look like gaussian smoothing? Some hints will be usefull for my to get the keywords for further reading.
Have a look at my Fast Gaussian Blur Project at GitHub.

You will find there implementation of IIR Approximation of Gaussian Blur which implements the following papaers:


Recursive Gabor Filtering.
Recursive Implementation of the Gaussian Filter.
Boundary Conditions for Young - van Vliet Recursive Filtering.


The idea is pretty straight forward.