Madagascar Programming Reference Manual

Causal integration (causint.c)

This causal integration operator is defined by

$$y = Lx, \qquad\textrm{with}\quad y_t \leftarrow \sum_{\tau=0}^tx_\tau.x = L^*y,\qquad\textrm{with}\quad x_t \leftarrow \sum_{\tau=t}^{T-1}y_\tau,$$

where $T$ is the total number of samples of $x$ .