signal (version 1.8-0)

filtfilt: Forward and reverse filter a signal

Description

Using two passes, forward and reverse filter a signal.

Usage

# S3 method for default
filtfilt(filt, a, x, ...)
# S3 method for Arma
filtfilt(filt, x, ...)
# S3 method for Ma
filtfilt(filt, x, ...)
# S3 method for Zpg
filtfilt(filt, x, ...)

Value

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

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).

Author

Original Octave version by Paul Kienzle, . Conversion to R by Tom Short.

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 - 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.

References

Octave Forge https://octave.sourceforge.io/

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")