Class HighPass

A high-pass recursive time-series filter based on LowPass.

This filter is in a recursive(feedback) IIR form that is simple to implement, has few coefficients, requires litte memory and computation. This filter is causal, meaning that for calculating the filtered value at time k it does not use future values such as k+1, but this is at the expense of introducing a time-shift/phase-shift.

LowPassBandPassMovingAvg

Inheritance

object

HighPass

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TimeSeriesAnalysis

Assembly: TimeSeriesAnalysis.dll

Syntax

public class HighPass

Constructors

HighPass(double, double)

Constructor

Declaration

public HighPass(double TimeBase_s, double nanValue = -9999)

Parameters

Type	Name	Description
double	TimeBase_s	time base/sampling time in seconds of data to be fed filter
double	nanValue	value of input signal to be ignored/treated as NaN

Methods

Filter(double, double, int, bool)

Adds a single data point to the filter

Declaration

public double Filter(double signal, double FilterTc_s, int order = 1, bool doReset = false)

Parameters

Type	Name	Description
double	signal	data point
double	FilterTc_s	filter time constant in seconds
int	order	filter order, eitehr 1 or 2 is supported
bool	doReset	usually false, setting to true causes filter to reset to the value of signal

Returns

Type	Description
double

Filter(double[], double, int)

Filter an entire time-series in one command

Declaration

public double[] Filter(double[] signal, double FilterTc_s, int order = 1)

Parameters

Type	Name	Description
double[]	signal	the vector of the entire time-series to be filtered
double	FilterTc_s	filter time constant
int	order	filter order, either 1 or 2

Returns

Type	Description
double[]	a vector of the filtered time-series