Calculate rolling / moving average in C++

Question

I know this is achievable with boost as per:

Using boost::accumulators, how can I reset a rolling window size, does it keep extra history?

But I really would

Answer 1

I use this quite often in hard realtime systems that have fairly insane update rates (50kilosamples/sec) As a result I typically precompute the scalars.

To compute a moving average of N samples: scalar1 = 1/N; scalar2 = 1 - scalar1; // or (1 - 1/N) then:

Average = currentSample*scalar1 + Average*scalar2;

Example: Sliding average of 10 elements

double scalar1 = 1.0/10.0;  // 0.1
double scalar2 = 1.0 - scalar1; // 0.9
bool first_sample = true;
double average=0.0;
while(someCondition)
{
   double newSample = getSample();
   if(first_sample)
   {
    // everybody forgets the initial condition *sigh*
      average = newSample;
      first_sample = false;
   }
   else
   {
      average = (sample*scalar1) + (average*scalar2);
   }
 }

Note: this is just a practical implementation of the answer given by steveha above. Sometimes it's easier to understand a concrete example.