[Fons Adriaensen]
Exactly the same with the form I proposed, w, a, b need
to be computed
just once, not for every gain change. In fact only w depends on the
sample rate, a and b are fixed constants.
Ah yes, sorry, I see that now.
If that extra operation comes around to bite hard enough, I'll be sure
to chain two 1st-order lowpass filters.