title: Moving incremental average
body: <p>I am writing a function in C++ to calculate the moving average of a data stream. I want to use <a href="http://ubuntuincident.wordpress.com/2012/04/25/calculating-the-average-incrementally/" rel="nofollow">incremental averaging </a>. As am implementing this on a relatively weak microprocessor I want to perform a moving average. That is, I want to perform an incremental average over the last X values (X ~ 100). </p>
  
  <p>As I understand it, incremental averaging requires all data to be averaged and does not support a moving window.</p>
  
  <p>Does anyone know a good way to calculate the "moving" incremental average?</p>