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Lowpass FIR Filter Window Method Lowpass FIR Filter with FDATool Bandpass Filters Minimum-Order FIR and IIR Systems Zero-Phase Filtering
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Design the filter and view the filter's magnitude response. fc = 150; Wn = (2/Fs)*fc; b = fir1(20,Wn,'low',kaiser(21,3)); fvtool(b,1,'Fs',Fs); Apply the filter to the signal and plot the result for the first ten periods of the 100-Hz sinusoid. y = filter(b,1,x); plot(t(1:100),x(1:100),'k'); hold on; plot(t(1:100),y(1:100),'r','linewidth',2); legend('Original Signal','Filtered Data','Location','SouthEast'); xlabel('Seconds'); ylabel('Amplitude');
Design the same filter using fdesign.lowpass . Set the filter specifications using the 'N,Fc' specification string. With fdesign.lowpass , you can specify your filter design in Hz. Fs = 1000; d = fdesign.lowpass('N,Fc',20,150,Fs); Hd = design(d,'window','Window',kaiser(21,3)); Filter the data and plot the result. y1 = filter(Hd,x); http://www.mathworks.com/help/signal/ug/filtering-data-with-signal-processing-toolbox.html[08/11/2013 14:37:52]
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink plot(t(1:100),x(1:100),'k'); hold on; plot(t(1:100),y1(1:100),'r','linewidth',2); legend('Original Signal','Filtered Data','Location','SouthEast'); xlabel('Seconds'); ylabel('Amplitude');
Click Design Filter . Select File > Export... to export your FIR filter to the MATLAB workspace as coefficients or a filter object. In this example, export the filter as an object. Specify the variable name as Hd1 .
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Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink
Click Export . Filter the input signal in the command window with the exported filter object. Plot the result for the first ten periods of the 100-Hz sinusoid. y2 = filter(Hd1,x); plot(t(1:100),x(1:100),'k'); hold on; plot(t(1:100),y1(1:100),'r','linewidth',2); legend('Original Signal','Filtered Data','Location','SouthEast'); xlabel('Seconds'); ylabel('Amplitude'); Select File > Generate MATLAB Code to generate a MATLAB function to create a filter object using your specifications. You can also use the interactive tool filterbuilder to design your filter.
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Fs =1; n = 1:365; x = cos(2*pi*(1/7)*n)+cos(2*pi*(1/30)*n-pi/4); trend = 3*sin(2*pi*(1/1480)*n); y = x+trend+0.5*randn(size(n)); subplot(211); plot(n,y); xlabel('Days'); set(gca,'xlim',[1 365]); grid on; subplot(212); [pxx,f] = periodogram(y,[],length(y),Fs); plot(f,10*log10(pxx)); xlabel('Cycles/day'); ylabel('dB'); grid on;
The low-frequency trend appears in the power spectral density estimate as increased low-frequency power. The low-frequency power appears approximately 10 dB above the oscillation at 1/30 cycles/day. Use this information in the specifications for the filter stopbands. Design minimum-order FIR equiripple and IIR Butterworth filters with the following specifications: passband from [1/40,1/4] cycles/day and stopbands from [0,1/60] and [1/4,1/2] cycles/day. Set both stopband attenuations to 10 dB and the passband ripple tolerance to 1 dB. d = fdesign.bandpass('Fst1,Fp1,Fp2,Fst2,Ast1,Ap,Ast2',... 1/60,1/40,1/4,1/2,10,1,10,1); Hd1 = design(d,'equiripple'); Hd2 = design(d,'butter'); http://www.mathworks.com/help/signal/ug/filtering-data-with-signal-processing-toolbox.html[08/11/2013 14:37:52]
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Compare the order of the FIR and IIR filters and the unwrapped phase responses. fprintf('The order of the FIR filter is %d\n',length(Hd1.Numerator)-1); [b,a] = sos2tf(Hd2.sosMatrix,Hd2.ScaleValues); fprintf('The order of the IIR filter is %d\n',length(max(b,a))-1); [phifir,w] = phasez(Hd1,[],1); [phiiir,w] = phasez(Hd2,[],1); plot(w,unwrap(phifir),'b'); hold on; plot(w,unwrap(phiiir),'r'); grid on; xlabel('Cycles/Day'); ylabel('Radians'); legend('FIR Equiripple Filter','IIR Butterworth Filter');
The IIR filter has a much lower order that the FIR filter. However, the FIR filter has a linear phase response over the passband, while the IIR filter does not. The FIR filter delays all frequencies in the filter passband equally, while the IIR filter does not. Additionally, the rate of change of the phase per unit of frequency is greater in the FIR filter than in the IIR filter. Design a lowpass FIR equiripple filter for comparison. The lowpass filter specifications are: passband [0,1/4] cycles/day, stopband attenuation equal to 10 dB, and the passband ripple tolerance set to 1 dB. dlow = fdesign.lowpass('Fp,Fst,Ap,Ast',1/4,1/2,1,10,1); Hdlow = design(dlow,'equiripple');
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Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Filter the data with the bandpass and lowpass filters. yfir = filter(Hd1,y); yiir = filter(Hd2,y); ylow = filter(Hdlow,y); Plot the PSD estimate of the bandpass IIR filter output. You can replace yiir with yfir in the following code to view the PSD estimate of the FIR bandpass filter output. [pxx,f] = periodogram(yiir,[],length(yiir),Fs); plot(f,10*log10(pxx)); xlabel('Cycles/day'); ylabel('dB'); grid on;
The PSD estimate shows the bandpass filter attenuates the low-frequency trend and high-frequency noise. Plot the first 120 days of FIR and IIR filter output. plot(n(1:120),yfir(1:120),'b'); hold on; plot(n(1:120),yiir(1:120),'r'); xlabel('Days'); axis([1 120 -2.8 2.8]); legend('FIR bandpass filter output','IIR bandpass filter output',... 'Location','SouthEast'); http://www.mathworks.com/help/signal/ug/filtering-data-with-signal-processing-toolbox.html[08/11/2013 14:37:52]
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink
The increased phase delay in the FIR filter is evident in the filter output. Plot the lowpass FIR filter output superimposed on the superposition of the 7-day and 30-day cycles for comparison. plot(n,x,'k'); hold on; plot(n,ylow,'r'); set(gca,'xlim',[1 365]); legend('7-day and 30-day cycles','FIR lowpass filter output',... 'Location','NorthWest'); xlabel('Days');
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Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink
You can see in the preceding plot that the low-frequency trend is evident in the lowpass filter output. While the lowpass filter preserves the 7day and 30-day cycles, the bandpass filters perform better in this example because the bandpass filters also remove the low-frequency trend.
Zero-Phase Filtering
This example shows how to perform zero-phase filtering. Repeat the signal generation and lowpass filter design with fir1 and fdesign.lowpass . You do not have to execute the following code if you already have these variables in your workspace. rng default; Fs = 1000; t = linspace(0,1,Fs); x = cos(2*pi*100*t)+0.5*randn(size(t)); % Using fir1 fc = 150; Wn = (2/Fs)*fc; b = fir1(20,Wn,'low',kaiser(21,3)); % Using fdesign.lowpass d = fdesign.lowpass('N,Fc',20,150,Fs); Hd = design(d,'window','Window',kaiser(21,3));
http://www.mathworks.com/help/signal/ug/filtering-data-with-signal-processing-toolbox.html[08/11/2013 14:37:52]
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Filter the data using filter . Plot the first 100 points of the filter output along with a superimposed sinusoid with the same amplitude and initial phase as the input signal. yout = filter(Hd,x); xin = cos(2*pi*100*t); plot(t(1:100),xin(1:100),'k'); hold on; grid on; plot(t(1:100),yout(1:100),'r','linewidth',2); xlabel('Seconds'); ylabel('Amplitude'); legend('Input Sine Wave','Filtered Data',... 'Location','NorthEast');
Looking at the initial 0.01 seconds of the filtered data, you see that the output is delayed with respect to the input. The delay appears to be approximately 0.01 seconds, which is almost 1/2 the length of the FIR filter in samples (10*0.001). This delay is due to the filter's phase response. The FIR filter in these examples is a type I linear-phase filter. The group delay of the filter is 10 samples. lot the group delay using fvtool . fvtool(Hd,'analysis','grpdelay'); In many applications, phase distortion is acceptable. This is particularly true when phase response is linear. In other applications, it is desirable to have a filter with a zero-phase response. A zero-phase response is not technically possibly in a noncausal filter. However, you can implement zero-phase filtering using a causal filter with filtfilt . http://www.mathworks.com/help/signal/ug/filtering-data-with-signal-processing-toolbox.html[08/11/2013 14:37:52]
Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink Filter the input signal using filtfilt . Plot the responses to compare the filter outputs obtained with filter and filtfilt yzp = filtfilt(Hd.Numerator,1,x); % or yzp = filtfilt(b,1,x); plot(t(1:100),xin(1:100),'k'); hold on; plot(t(1:100),yout(1:100),'r','linewidth',2); plot(t(1:100),yzp(1:100),'b','linewidth',2); xlabel('Seconds'); ylabel('Amplitude'); legend('100-Hz Sine Wave','Filtered Signal','Zero-phase Filtering',... 'Location','NorthEast');
In the preceding figure, you can see that the output of filtfilt does not exhibit the delay due to the phase response of the FIR filter. Was this topic helpful?
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Filtering Data With Signal Processing Toolbox Software - MATLAB & Simulink
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