fftfilt {signal}R Documentation

Filters with an FIR filter using the FFT

Description

Filters with an FIR filter using the FFT.

Usage

fftfilt(b, x, n = NULL)

FftFilter(b, n)

## S3 method for class 'FftFilter':
filter(filt, x, ...)

Arguments

b the moving-average (MA) coefficients of an FIR filter.
x the input signal to be filtered.
n if given, the length of the FFT window for the overlap-add method.
filt filter to apply to the signal.
... additional arguments (ignored).

Details

If n is not specified explicitly, we do not use the overlap-add method at all because loops are really slow. Otherwise, we only ensure that the number of points in the FFT is the smallest power of two larger than n and length(b).

Value

For fftfilt, the filtered signal, the same length as the input signal x.
For FftFilter, a filter of class FftFilter that can be used with filter.

Author(s)

Original Octave version by Kurt Hornik and John W. Eaton. Conversion to R by Tom Short.

References

Octave Forge http://octave.sf.net

See Also

Ma, filter, fft, filtfilt

Examples

t = seq(0, 1, len=100)                       # 1 second sample
x = sin(2*pi*t*2.3) + 0.25*rnorm(length(t))  # 2.3 Hz sinusoid+noise
z = fftfilt(rep(1, 10)/10, x) # apply 10-point averaging filter
plot(t, x, type = "l")
lines(t, z, col="red")


[Package signal version 0.5 Index]