Or, you could compute the average as follows: m <-- m - (1/t) (m - x_t) This will compute the exact historical average. I like to use 2/t instead of 1/t t

Or, you could compute the average as follows: m <-- m - (1/t) (m - x_t) This will compute the exact historical average. I like to use 2/t instead of 1/t to get a moving average over a non-stationary distribution, which favors the more recent events.