[SciPy-User] yulewalk or filter design by desired frequency reponse

Sturla Molden sturla@molden...
Thu Mar 31 05:45:40 CDT 2011

If you filter a Dirac delta function, you get the impulse response, from 
which the frequency response can be computed by the rfft. That will give 
you the residuals between the desired and realized frequency response. 
You can then use scipy.optimize.leastsq (Levenberg-Marquardt) to fit the 
IIR coefficients. The same strategy can also be used in the time-domain 
to approximate a template impulse response.


Den 30.03.2011 19:22, skrev henry lindsay smith:
> I'm looking to designing an iir filter to have a given frequency 
> response.  so take fft of my signal.  design a filter to approximate 
> this response.
> it seems that in matlab yulewalk() will do this for me.  in scipy 
> yulewalk() appears as an empty function prototype in signal.filter_design
> can anyone point me to a way to do this?
> thanks
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