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Miha Kralj
2026-02-27 07:48:12 -08:00
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# ALAGUERRE: Ehlers Adaptive Laguerre Filter
# ALAGUERRE: Ehlers Adaptive Laguerre Filter
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `length` (default 20), `medianLength` (default 5) |
| **Outputs** | Single series (ALaguerre) |
| **Output range** | Tracks input |
| **Warmup** | 1 bar |
### TL;DR
- The Adaptive Laguerre Filter extends Ehlers' four-element all-pass cascade by replacing the fixed damping factor with a per-bar adaptive alpha deri...
- Parameterized by `length` (default 20), `medianlength` (default 5).
- Output range: Tracks input.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The best filter is one that knows when to listen closely and when to smooth aggressively." -- John F. Ehlers (paraphrased)
@@ -107,7 +124,7 @@ O(1) per bar. Four recursive stages with precomputed gamma constant. ~38 cycles/
| Operation | Vectorizable? | Notes |
| :--- | :---: | :--- |
| Laguerre stage recursion | No | Each stage L[k][n] depends on L[k-1][n] and L[k][n-1] |
| Laguerre stage recursion | No | Each stage `L[k][n]` depends on `L[k-1][n]` and `L[k][n-1]` |
| Weighted combination | No | Only 4 terms; SIMD overhead not worthwhile |
Cascaded IIR stages cannot be vectorized. Batch throughput: ~38 cy/bar.