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IR Filter

Dec 10, 2012 at 11:37 AM


may you add IR filter in Meta.Numerics?
This would help me a lot.


Dec 12, 2012 at 9:00 AM

Hi Tibel,

Can you clarify what you mean by IR filter? A low-pass Fourier-space window function? I apologize for not getting your meaning.


Dec 12, 2012 at 9:17 AM

Hi ichbin,


I actually meant an IIR filter (infinite impulse response filter). Something which computes

a[0]*y[n] = b[0]*x[n] + b[1]*x[n-1] + ... + b[nb]*x[n-nb] - a[1]*y[n-1] - ... - a[na]*y[n-na]

(taken from


Would this be possible?

Dec 14, 2012 at 6:30 PM

Thanks for clarifying, I understand now. FIR and IIR filters are straightforward to implement, but I'll need to spend some time thinking about the API structure. How useful would it be to you to have a streaming filter, i.e. instead of handing a method your entire x[] and getting back your entire y[], you hand it one x-value at a time and each time it gives you back the next y-value?

Dec 18, 2012 at 7:45 AM

We do not really need streaming filters right now as we want to do something like filtfilt.

But a streaming implementation could be of use in other cases...