filter_signal {ravetools}

Filter one-dimensional signal

Description

The function is written from the scratch. The result has been compared against the 'Matlab' filter function with one-dimensional real inputs. Other situations such as matrix b or multi-dimensional x are not implemented. For double filters (forward-backward), see filtfilt.

Usage

filter_signal(b, a, x, z)

Arguments

b

one-dimensional real numerical vector, the moving-average coefficients of an ARMA filter

a

the auto-regressive (recursive) coefficients of an ARMA filter

x

numerical vector input (real value)

z

initial condition, must have length of n-1, where n is the maximum of lengths of a and b; default is all zeros

Value

A list of two vectors: the first vector is the filtered signal; the second vector is the final state of z

Examples

t <- seq(0, 1, by = 0.01)
x <- sin(2 * pi * t * 2.3)
bf <- gsignal::butter(2, c(0.15, 0.3))

res <- filter_signal(bf$b, bf$a, x)
y <- res[[1]]
z <- res[[2]]

## Matlab (2022a) equivalent:
# t = [0:0.01:1];
# x = sin(2 * pi * t * 2.3);
# [b,a] = butter(2,[.15,.3]);
# [y,z] = filter(b, a, x)