Ivan / David,
> If you rewrite it in the form y(t) = y(t-1) + x(t), it looks like
> a trivial IIR filter.
Of course you will probably want to add some gain terms so that you
get a dt in there somewhere. Something like:
y(t) = a1 * y(t-1) + b0 * x(t)
You can then adjust the values of a1 and b0 as desired for the
appropriate time constant. You can also extend this to include more y(t-n)
terms and to include x(t-n) terms. Then you can implement whatever
combination of integrators and filters your little heart desires.
Regards,
Steve
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