Golden: Center for Wave Phenomena, Colorado School of Mines, 2006. — 10 p.
Gaussian or Gaussian derivative filtering is in several ways optimal for applications requiring low-pass filters or running averages. For short filters with lengths of a dozen samples or so, direct convolution with a finite-length approximation to a Gaussian is the best implementation. However, for longer filters such as those used in computing running averages, recursive implementations may be much more efficient. Based on the filter length, we select one two popular methods for designing and implementing recursive Gaussian filters.