I have discrete measured values $f_n$ and construct a smoothed series $g_n$ using the recursive formula $g_0=f_0 \\ g_n=(1-\alpha)g_{n-1}+\alpha f_n$ where $\alpha\in\langle0,1\rangle$ is a weight parameter ($\alpha=1 \Leftrightarrow f\equiv g$).
Is there some established name for this smoothing transformation?