[SciPy-User] Signal processing and filtering functions
Wed Mar 9 12:25:09 CST 2011
On Wed, Mar 9, 2011 at 12:17 PM, Nils Wagner
> On Wed, 9 Mar 2011 12:01:51 -0600
> Warren Weckesser <firstname.lastname@example.org> wrote:
> > On Wed, Mar 9, 2011 at 10:33 AM, Joe Kington
> ><email@example.com> wrote:
> >> The SAE filtering operation performs two-pass, zero
> >> shift, second-order Butterworth filtering.
> >> You may already be aware of it, but that sounds
> >>suspiciously like this
> >> cookbook example...
> > 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
> Can you provide a reference wrt Gustafsson's algortihm ?
The paper is available on his web page; see reference 1996 [A5] in the
section "Journal Papers" here:
In case that link ever dies, the full reference is:
F. Gustafsson. Determining the initial states in forward-backward filtering.
* Transactions on Signal Processing*, 46(4):988 - 992, 1996.
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