Answer to Question #4292 in Statistics and Probability for Pouya

Question #4292
I have a problem understanding a piece of a paper. Greatly appropriate any hint or help. It says: A sensor records Z(i) at intervals of 1 second and calculates background values U(i) using formula: U(i)=R*U(i-1)+(1-R)*Z(i), where R is a constant factor and U(0) is computed from pre-measurement data. Now, any idea if this formula is famous? Is it a two-term Gaussian mixture noise? Then, it says exactly like this: The variance δU(i) of these values is computed from the calculated values U(i): δU(i)=k*sqrt(U(i)/T) where k is sigma factor and T is the given measuring time. I have no idea how the variance became something like that. I understand the term T and the sqrt function but the overall formula, no idea.
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