RX: Stateful transform of sequence, e.g. exponential moving average

Question

How can you do in RX a simple, stateful transform of a sequence?

Say we want to make an exponential moving average transform of a IObservable noisySequence.

Answer 1

Thanks! Here is a solution using Scan

    const double lambda = 0.99;
    IObservable emaSequence = noisySequence.Scan(Double.NaN, (emaValue, value) =>
        {
            if (Double.IsNaN(emaValue))
            {
                emaValue = value;
            }
            else
            {
                emaValue = emaValue*lambda + value*(1-lambda);
            }
            return emaValue;
        }).Select(emaValue => emaValue);