So the integral computation for W'bal was expensive. I tried to optimise from a domain and programming perspective, where Dave Waterworth, a mathematician found a much more elegant and fast reformulation. This means W'bal can EASILY be computed as you ride. To explain the math here are his words; I posted a comment on you Blog post on optimising the Wbal model. I've done some more thinking and I defn think it can be done without visiting the previous samples as the Skiba formula can be decomposed further, i.e. From your blog I believe the integral part of the equation is: Basically this takes a weighted sum of preceding W'exp samples where the weight decays at a rate determined by tau, older samples are weighted less than newer ones. We can approximate as a sum provided tau is large compared to Ts (the sample rate): Basic properties of exponential functions
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