Apply a digital filter (direct form II transposed)
Digital filters are used to apply a mathematical operation to a sampled signal. One of the common formulations is the "direct form II transposed" which can represent both infinite impulse response (IIR) and finite impulse response (FIR) filters, as well as being more numerically stable than other forms. [1]
- Task
Filter a signal using an order 3 lowpass butterworth filter. The coefficients for the filter are a=[1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17] and b = [0.16666667, 0.5, 0.5, 0.16666667]
The signal that needs filtering is the following vector: [-0.917843918645, 0.141984778794, 1.20536903482, 0.190286794412, -0.662370894973, -1.00700480494, -0.404707073677 ,0.800482325044, 0.743500089861, 1.01090520172, 0.741527555207, 0.277841675195, 0.400833448236, -0.2085993586, -0.172842103641, -0.134316096293, 0.0259303398477, 0.490105989562, 0.549391221511, 0.9047198589]
C++
This uses the C++11 method of initializing vectors. In g++, use the -std=c++0x compiler switch.
<lang cpp>#include <vector>
- include <iostream>
using namespace std;
void Filter(const vector<float> &b, const vector<float> &a, const vector<float> &in, vector<float> &out) {
out.resize(0); out.resize(in.size());
for(int i=0; i < in.size(); i++) { float tmp = 0.; int j=0; out[i] = 0.f; for(j=0; j < b.size(); j++) { if(i - j < 0) continue; tmp += b[j] * in[i-j]; }
for(j=1; j < a.size(); j++) { if(i - j < 0) continue; tmp -= a[j]*out[i-j]; }
tmp /= a[0]; out[i] = tmp; } }
int main() { vector<float> sig = {-0.917843918645,0.141984778794,1.20536903482,0.190286794412,-0.662370894973,-1.00700480494,\ -0.404707073677,0.800482325044,0.743500089861,1.01090520172,0.741527555207,\ 0.277841675195,0.400833448236,-0.2085993586,-0.172842103641,-0.134316096293,\ 0.0259303398477,0.490105989562,0.549391221511,0.9047198589};
//Constants for a Butterworth filter (order 3, low pass) vector<float> a = {1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17}; vector<float> b = {0.16666667, 0.5, 0.5, 0.16666667};
vector<float> result; Filter(b, a, sig, result);
for(size_t i=0;i<result.size();i++) cout << result[i] << ","; cout << endl;
return 0; }</lang>
- Output:
-0.152974,-0.435258,-0.136043,0.697503,0.656445,-0.435483,-1.08924,-0.537677,0.51705,1.05225,0.961854,0.69569,0.424356,0.196262,-0.0278351,-0.211722,-0.174746,0.0692584,0.385446,0.651771,
Kotlin
<lang scala>// version 1.1.3
fun filter(a: DoubleArray, b: DoubleArray, signal: DoubleArray): DoubleArray {
val result = DoubleArray(signal.size) for (i in 0 until signal.size) { var tmp = 0.0 for (j in 0 until b.size) { if (i - j < 0) continue tmp += b[j] * signal[i - j] } for (j in 1 until a.size) { if (i - j < 0) continue tmp -= a[j] * result[i - j] } tmp /= a[0] result[i] = tmp } return result
}
fun main(args: Array<String>) {
val a = doubleArrayOf(1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17) val b = doubleArrayOf( 0.16666667, 0.5, 0.5, 0.16666667) val signal = doubleArrayOf( -0.917843918645, 0.141984778794, 1.20536903482, 0.190286794412, -0.662370894973, -1.00700480494, -0.404707073677, 0.800482325044, 0.743500089861, 1.01090520172, 0.741527555207, 0.277841675195, 0.400833448236, -0.2085993586, -0.172842103641, -0.134316096293, 0.0259303398477, 0.490105989562, 0.549391221511, 0.9047198589 )
val result = filter(a, b, signal) for (i in 0 until result.size) { print("% .8f".format(result[i])) print(if ((i + 1) % 5 != 0) ", " else "\n") }
}</lang>
- Output:
-0.15297399, -0.43525783, -0.13604340, 0.69750333, 0.65644469 -0.43548245, -1.08923946, -0.53767655, 0.51704999, 1.05224975 0.96185430, 0.69569009, 0.42435630, 0.19626223, -0.02783512 -0.21172192, -0.17474556, 0.06925841, 0.38544587, 0.65177084
Perl 6
<lang perl6>sub TDF-II-filter ( @signal, @a, @b ) {
my @out = 0 xx @signal; for ^@signal -> $i { my $this; $this += @b[$_] * @signal[$i-$_] if $i-$_ >= 0 for ^@b; $this -= @a[$_] * @out[$i-$_] if $i-$_ >= 0 for ^@a; @out[$i] = $this / @a[0]; } @out
}
my @signal = [
-0.917843918645, 0.141984778794, 1.20536903482, 0.190286794412, -0.662370894973, -1.00700480494, -0.404707073677, 0.800482325044, 0.743500089861, 1.01090520172, 0.741527555207, 0.277841675195, 0.400833448236, -0.2085993586, -0.172842103641, -0.134316096293, 0.0259303398477, 0.490105989562, 0.549391221511, 0.9047198589
]; my @a = [ 1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17 ]; my @b = [ 0.16666667, 0.5, 0.5, 0.16666667 ];
say TDF-II-filter(@signal, @a, @b)».fmt("% 0.8f")
Z~ flat (', ' xx 4, ",\n") xx *;</lang>
- Output:
(-0.15297399, -0.43525783, -0.13604340, 0.69750333, 0.65644469, -0.43548245, -1.08923946, -0.53767655, 0.51704999, 1.05224975, 0.96185430, 0.69569009, 0.42435630, 0.19626223, -0.02783512, -0.21172192, -0.17474556, 0.06925841, 0.38544587, 0.65177084, )
Python
<lang python>#!/bin/python from __future__ import print_function from scipy import signal import matplotlib.pyplot as plt
if __name__=="__main__": sig = [-0.917843918645,0.141984778794,1.20536903482,0.190286794412,-0.662370894973,-1.00700480494, -0.404707073677,0.800482325044,0.743500089861,1.01090520172,0.741527555207, 0.277841675195,0.400833448236,-0.2085993586,-0.172842103641,-0.134316096293, 0.0259303398477,0.490105989562,0.549391221511,0.9047198589]
#Create an order 3 lowpass butterworth filter #Generated using b, a = signal.butter(3, 0.5) a = [1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17] b = [0.16666667, 0.5, 0.5, 0.16666667]
#Apply the filter to signal filt = signal.lfilter(b, a, sig) print (filt)
plt.plot(sig, 'b') plt.plot(filt, 'r--') plt.show()</lang>
- Output:
[-0.15297399 -0.43525783 -0.1360434 0.69750333 0.65644469 -0.43548245 -1.08923946 -0.53767655 0.51704999 1.05224975 0.9618543 0.69569009 0.4243563 0.19626223 -0.02783512 -0.21172192 -0.17474556 0.06925841 0.38544587 0.65177084]
Sidef
<lang ruby>func TDF_II_filter(signal, a, b) {
var out = [0]*signal.len for i in ^signal { var this = 0 for j in ^b { i-j >= 0 && (this += b[j]*signal[i-j]) } for j in ^a { i-j >= 0 && (this -= a[j]* out[i-j]) } out[i] = this/a[0] } return out
}
var signal = [
-0.917843918645, 0.141984778794, 1.20536903482, 0.190286794412, -0.662370894973, -1.00700480494, -0.404707073677, 0.800482325044, 0.743500089861, 1.01090520172, 0.741527555207, 0.277841675195, 0.400833448236, -0.2085993586, -0.172842103641, -0.134316096293, 0.0259303398477, 0.490105989562, 0.549391221511, 0.9047198589
]
var a = [1.00000000, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17] var b = [0.16666667, 0.5, 0.5, 0.16666667 ] var f = TDF_II_filter(signal, a, b)
say "[" say f.map { "% 0.8f" % _ }.slices(5).map{.join(', ')}.join(",\n") say "]"</lang>
- Output:
[ -0.15297399, -0.43525783, -0.13604340, 0.69750333, 0.65644469, -0.43548245, -1.08923946, -0.53767655, 0.51704999, 1.05224975, 0.96185430, 0.69569009, 0.42435630, 0.19626223, -0.02783512, -0.21172192, -0.17474556, 0.06925841, 0.38544587, 0.65177084 ]
zkl
<lang zkl>fcn direct_form_II_transposed_filter(b,a,signal){
out:=List.createLong(signal.len(),0.0); // vector of zeros foreach i in (signal.len()){ tmp:=0.0; foreach j in (b.len()){ if(i-j >=0) tmp += b[j]*signal[i-j] } foreach j in (a.len()){ if(i-j >=0) tmp -= a[j]*out[i-j] } out[i] = tmp/a[0]; } out
}</lang> <lang zkl>signal:=T(-0.917843918645, 0.141984778794, 1.20536903482, 0.190286794412, -0.662370894973,-1.00700480494, -0.404707073677, 0.800482325044, 0.743500089861, 1.01090520172, 0.741527555207, 0.277841675195, 0.400833448236,-0.2085993586, -0.172842103641,-0.134316096293, 0.0259303398477,0.490105989562, 0.549391221511, 0.9047198589 ); a:=T(1.0, -2.77555756e-16, 3.33333333e-01, -1.85037171e-17 ); b:=T(0.16666667, 0.5, 0.5, 0.16666667 ); result:=direct_form_II_transposed_filter(b,a,signal); println(result);</lang>
- Output:
L(-0.152974,-0.435258,-0.136043, 0.697503, 0.656445,-0.435482, -1.08924, -0.537677, 0.51705, 1.05225, 0.961854, 0.69569, 0.424356, 0.196262,-0.0278351,-0.211722,-0.174746, 0.0692584, 0.385446, 0.651771)