[SciPy-user] Filtering high frquency noise
lanceboyle@qwest.net
lanceboyle at qwest.net
Tue Mar 21 03:47:42 CST 2006
Actually, I think someone did once write a filtering tutorial for
SciPy but I can't remember who it was or where to find it. Anyway,
you might look for some of the web sites that have interactive filter
design capability to get the coefficients that you need, then plug
them into SciPy's filter routine.
The approach that I would take would be to (1) interpolate the data
using a cubic spline and then take uniformly-spaced samples at a rate
that is high enough to guarantee that there is no aliasing (keep
increasing the sample rate until the spectrum doesn't change), (2)
low pass filter with the uniform samples, and if necessary (3)
interpolate the uniform samples to get back the values at the
original sample instants.
Jerry
On Mar 20, 2006, at 2:37 AM, Yannick Dirou wrote:
> Hello,
>
> I have a multirate signal (from 18 to 24 sample per day), and if i
> plot
> it i see something like "high frequency" noise (actually not that high
> but higher than the remaining of the signal), i thought about using a
> median filter but this is not good for a multirate signal,
> then i though i could use scipy filters to do the job,
> unfortunately i know nearly nothing in filter design, and don't
> know how
> to do the job.
>
> Is there a tutorial or simple example to design a low pass filter?
>
> the signal data is made of a datetime in epoch format and the measured
> value.
>
> Thanks in advance,
>
> Yannick
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