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filter.h File Reference

Definitions of Filter classes and functions. More...

#include <itpp/config.h>
#include <itpp/base/vec.h>

Go to the source code of this file.

Classes

class  itpp::Filter< T1, T2, T3 >
 Virtual Filter Base Class.The class is templated as follows: More...
class  itpp::MA_Filter< T1, T2, T3 >
 Moving Average Filter Base Class.This class implements a moving average (MA) filter according to

\[ y(n) = b(0)*x(n) + b(1)*x(n-1) + ... + b(N)*x(n-N) \]

where b is the filter coefficients, x is the input and y is the output. More...

class  itpp::AR_Filter< T1, T2, T3 >
 Autoregressive (AR) Filter Base Class.This class implements a autoregressive (AR) filter according to

\[ a(0)*y(n) = x(n) - a(1)*y(n-1) - ... - a(N)*y(n-N) \]

where a is the filter coefficients, x is the input and y is the output. More...

class  itpp::ARMA_Filter< T1, T2, T3 >
 Autoregressive Moving Average (ARMA) Filter Base Class.This class implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

. More...

Namespaces

namespace  itpp
 

\


Functions

vec itpp::fir1 (int N, double cutoff)
 Design a Nth order FIR filter with cut-off frequency cutoff using the window method.
vec itpp::filter (const vec &b, const vec &a, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const vec &b, const vec &a, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const cvec &a, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const cvec &a, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

vec itpp::filter (const vec &b, const int one, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const vec &b, const int one, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const int one, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const int one, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

vec itpp::filter (const int one, const vec &a, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const vec &a, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const cvec &a, const cvec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const cvec &a, const vec &input)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

vec itpp::filter (const vec &b, const vec &a, const vec &input, const vec &state_in, vec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const vec &b, const vec &a, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const cvec &a, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const cvec &a, const vec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

vec itpp::filter (const vec &b, const int one, const vec &input, const vec &state_in, vec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const vec &b, const int one, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const int one, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const cvec &b, const int one, const vec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

vec itpp::filter (const int one, const vec &a, const vec &input, const vec &state_in, vec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const vec &a, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const cvec &a, const cvec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.

cvec itpp::filter (const int one, const cvec &a, const vec &input, const cvec &state_in, cvec &state_out)
 ARMA filter functionThese functions implements a autoregressive moving average (ARMA) filter according to

\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]

.


Detailed Description

Definitions of Filter classes and functions.

Author:
Hakan Eriksson, Thomas Eriksson, Tony Ottosson and Adam Piatyszek

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Definition in file filter.h.

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