Forward and reverse filter a signal
Using two passes, forward and reverse filter a signal.
## Default S3 method: filtfilt(filt, a, x, ...) ## S3 method for class 'Arma' filtfilt(filt, x, ...) ## S3 method for class 'Ma' filtfilt(filt, x, ...) ## S3 method for class 'Zpg' filtfilt(filt, x, ...)
filt |
For the default case, the moving-average coefficients of
an ARMA filter (normally called ‘b’). Generically, |
a |
the autoregressive (recursive) coefficients of an ARMA filter. |
x |
the input signal to be filtered. |
... |
additional arguments (ignored). |
This corrects for phase distortion introduced by a one-pass filter, though it does square the magnitude response in the process. That's the theory at least. In practice the phase correction is not perfect, and magnitude response is distorted, particularly in the stop band.
In this version, we zero-pad the end of the signal to give the reverse filter time to ramp up to the level at the end of the signal. Unfortunately, the degree of padding required is dependent on the nature of the filter and not just its order, so this function needs some work yet - and is in the state of the year 2000 version of the Octave code.
Since filtfilt is generic, it can be extended to call other filter types.
The filtered signal, normally the same length as the input signal x.
Original Octave version by Paul Kienzle, pkienzle@user.sf.net. Conversion to R by Tom Short.
Octave Forge http://octave.sf.net
bf <- butter(3, 0.1) # 10 Hz low-pass filter
t <- seq(0, 1, len = 100) # 1 second sample
x <- sin(2*pi*t*2.3) + 0.25*rnorm(length(t))# 2.3 Hz sinusoid+noise
y <- filtfilt(bf, x)
z <- filter(bf, x) # apply filter
plot(t, x)
points(t, y, col="red")
points(t, z, col="blue")
legend("bottomleft", legend = c("data", "filtfilt", "filter"),
pch = 1, col = c("black", "red", "blue"), bty = "n")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.