Class LowPass

Low-pass filtering of time-series.

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 calcuating 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.

HighPassBandPassMovingAvg
Inheritance
object
LowPass
Inherited Members
Namespace: TimeSeriesAnalysis
Assembly: TimeSeriesAnalysis.dll
Syntax
public class LowPass

Constructors

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LowPass(double, double)

Constructor

Declaration
public LowPass(double TimeBase_s, double nanValue = -9999)
Parameters
Type Name Description
double TimeBase_s

The time base, the time interval between each time step of the dataset, in seconds
double nanValue

value that is to be treated as NaN and ignored

Methods

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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, either 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
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Filter(double[], double, int, List<int>)

Filter an entire time-series in one command

Declaration
public double[] Filter(double[] signal, double FilterTc_s, int order = 1, List<int> indicesToIgnore = null)
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
List<int> indicesToIgnore

for these indices the of the signal, the filter should just "freeze" the value(can be null)
Returns
Type Description
double[]

a vector of the filtered time-series