On Tue, Sep 22, 2009 at 9:01 PM, Sturla Molden <sturla@molden.no> wrote:
Ralf Gommers skrev:
Sure, I know. The docs I linked have improvements over svn. If you merge your changes, there'll be a conflict and those docs will not get merged soon - I was hoping to avoid that.
Oh, the docs, not the code... Would something like this be better?
See attached for a new version which incorporates your changes, the latest wiki version, as well as some more edits. It fixes indentation, type descriptions and rest markup. I have one (very minor) comment on the options you added, "direction" and "inplace". I think these should both be bools, because they select between two options. The C++ code looks clean, I do not know enough about that language to say much more about it. Cheers, Ralf
The Cython module doesn't need to have docs in it.
from linear_filter import lfilter as _lfilter
def lfilter(b, a, x, axis=-1, zi=None, direction=1, inplace=-1): """Filter data along one-dimension with an IIR or FIR filter.
Description
Filter a data sequence, x, using a digital filter. This works for many fundamental data types (including Object type). The filter is a direct form II transposed implementation of the standard difference equation (see "Algorithm").
Inputs:
b -- The numerator coefficient vector in a 1-D sequence. a -- The denominator coefficient vector in a 1-D sequence. If a[0] is not 1, then both a and b are normalized by a[0]. x -- An N-dimensional input array. axis -- The axis of the input data array along which to apply the linear filter. The filter is applied to each subarray along this axis. If axis is -1, the filter is applied to x flattened. (*Default* = -1) zi -- Initial conditions for the filter delays. It is a vector (or array of vectors for an N-dimensional input) of length max(len(a),len(b)). If zi=None or is not given then initial rest is assumed. If axis is None, zi should be a vector of length K = max(M,N), where M=len(b)-1 and N=len(a)-1. If an axis is not None, zi should either be a vector of length K, or an array with same shape as x, except for zi.shape[axis] which should be K. If zi is a vector, the same initial conditions are applied to each vector along the specified axis. Default: zi=None (initial rest). direction -- Filtered in the reverse direction if -1. (*Default* = 1) inplace -- If possible, modification to x is done implace. (*Default* = -1)
Outputs: (y, {zf})
y -- The output of the digital filter. zf -- If zi is None, this is not returned, otherwise, zf holds the final filter delay values.
Algorithm:
The filter function is implemented as a direct II transposed structure. This means that the filter implements
a[0]*y[n] = b[0]*x[n] + b[1]*x[n-1] + ... + b[nb]*x[n-nb] - a[1]*y[n-1] - ... - a[na]*y[n-na]
using the following difference equations:
y[m] = b[0]*x[m] + z[0,m-1] z[0,m] = b[1]*x[m] + z[1,m-1] - a[1]*y[m] ... z[n-3,m] = b[n-2]*x[m] + z[n-2,m-1] - a[n-2]*y[m] z[n-2,m] = b[n-1]*x[m] - a[n-1]*y[m]
where m is the output sample number and n=max(len(a),len(b)) is the model order.
The rational transfer function describing this filter in the z-transform domain is -1 -nb b[0] + b[1]z + ... + b[nb] z Y(z) = ---------------------------------- X(z) -1 -na a[0] + a[1]z + ... + a[na] z
""" if isscalar(a): a = [a]
if axis < 0: axis = None if inplace < 0: inplace = None
return _lfilter(b, a, x, axis=axis, zi=zi, inplace=inplace, direction=direction)
Regards, S.M.
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