[SciPy-User] Signal processing and filtering functions

Warren Weckesser warren.weckesser@enthought....
Wed Mar 9 12:25:09 CST 2011


On Wed, Mar 9, 2011 at 12:17 PM, Nils Wagner
<nwagner@iam.uni-stuttgart.de>wrote:

> 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 ?
>



The paper is available on his web page; see reference 1996 [A5] in the
section "Journal Papers" here:
http://www.control.isy.liu.se/~fredrik/pub.html

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.


Warren



>
> Nils
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