[SciPy-User] Signal processing and filtering functions

Nils Wagner nwagner@iam.uni-stuttgart...
Wed Mar 9 12:17:47 CST 2011


On Wed, 9 Mar 2011 12:01:51 -0600
  Warren Weckesser <warren.weckesser@enthought.com> wrote:
> On Wed, Mar 9, 2011 at 10:33 AM, Joe Kington 
><jkington@wisc.edu> wrote:
> 
>>
>> The SAE filtering operation performs two-pass, zero 
>>phase
>>
>> shift, second-order Butterworth filtering.
>>
>>
>> You may already be aware of it, but that sounds 
>>suspiciously like this
>> cookbook example... 
>>http://www.scipy.org/Cookbook/FiltFilt
>>
> 
> 
> That cookbook code was added to scipy in r4391 and 
>r5195.  scipy.signal has
> the filtfilt and lfilter_zi function.  The basic idea is 
>to apply an IIR
> (e.g. Butterworth) filter to the signal twice, first 
>forward and then
> backward.
> 
> There is a lot of room for improvement in that code. 
> I've been working on
> rewriting it, and implementing the true Gustafsson 
>algorithm; despite the
> comment in the code, lfilter_zi does not implement 
>Gustafsson's method.
> Once the change to github is made, I'll start a branch 
>containing this work.
> 
> Warren
> 
> 
Warren,

Can you provide a reference wrt Gustafsson's algortihm ?

Nils


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