signal (version 0.5)

filtfilt: Forward and reverse filter a signal

Description

Using two passes, forward and reverse filter a signal.

Usage

## S3 method for class 'default':
filtfilt(filt, a, x, \ldots)

## S3 method for class 'Arma':
filtfilt(filt, x, \ldots)

## S3 method for class 'Ma':
filtfilt(filt, x, \ldots)

## S3 method for class 'Zpg':
filtfilt(filt, x, \ldots)

Arguments

filt

For the default case, the moving-average coefficients of an ARMA filter (normally called 'b'). Generically, filt specifies an arbitrary filter operation.

a

the autoregressive (recursive) coefficients of an ARMA filter.

x

the input signal to be filtered.

...

additional arguments (ignored).

Value

• The filtered signal, normally the same length as the input signal x.

Details

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. Since filtfilt is generic, it can be extended to call other filter types.

References

Octave Forge http://octave.sf.net

See Also

filter, Arma, fftfilt

Examples

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")