Filtered Curve vs. Original (Part 2)

Calculus Level 3

Two discrete curves are defined as follows:

Δ x = π 1000 α = 0.995 k = 0 , 1 , 2 , 3....2000 x k = k Δ x y k = s i n ( x k ) y k = α y k 1 + ( 1 α ) y k y 0 = 0 \Delta x = \frac{\pi}{1000} \\ \alpha = 0.995 \\ k = 0,1,2,3 .... 2000 \\ x_k = k \, \Delta x \\ y_k = sin(x_k) \\ y'_k = \alpha \, y'_{k-1} + (1 - \alpha) y_k \\ y'_0 = 0

Both curves are plotted on the diagram as smooth lines for display purposes. The k k subscript denotes the present value of the variable, and the k 1 k-1 subscript denotes the previous value of the variable. The quantity y y' is the result when y y is passed through an infinite-impulse-response filter.

Define the infinitesimal area and total area between curves as follows:

Δ A k = y k y k Δ x A = Σ k = 0 k = 2000 Δ A k \Delta A_k = | y_k - y'_k | \, \Delta x \\ A = \Sigma_{k = 0}^{k = 2000} \, \Delta A_k

What is the value of A A ?


The answer is 1.8574.

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