API suggestions wanted for an enhancement to scipy.signal.filtfilt
Hey all, I'm adding an option to `scipy.signal.filtfilt` that uses Gustaffson's method [1] to handle the edges of the data. In this method, initial conditions for the forward and backward passes of `lfilter` are chosen such that applying the filter first in the forward direction and then backward gives the same result as applying the filter backward and then forward. There is no padding applied to the edges. Gustaffson's method has one optional parameter. It is the estimate of the length of the impulse response of the filter (i.e. anything after this length is supposed to be negligible and is ignored). If it is not given, no truncation of the impulse response is done. The current signature of `filtfilt` is def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None) (See http://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.filtfilt.ht... ) The arguments `padtype` and `padlen` control the type ('odd', 'even', 'constant' or None) and length of the padding. Any suggestions for modifying the signature in a backwards-compatible way? Here are a few options I've considered: (1) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response length using `padlen`. (I don't like this version--there is no padding performed by Gustaffson's method; using `padlen` for the impulse response length is just wrong.) (2) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response with a new argument `irlen`. (A bit better than (1); I could live with using `padtype` to specify the method, even though it isn't actually padding the data.) New signature: def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, irlen=None) (3) A new argument `method` specifies the method. It accepts either `'gust'` or `'pad'`. If the method is `'gust'`, the argument `irlen` specifies the impulse response length (and `padtype` and `padlen` are ignored). If the method is `'pad'`, `padtype` specifies the type of padding, `padlen` specifies the padding length (and `irlen` is ignored). The new signature would be: def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, method='pad', irlen=None) (4) Don't touch `filtfilt`. Create a new function with the signature: def filtfilt_gust(b, a, x, axis=-1, irlen=None) Any suggestions? Any other APIs that would be preferable? Warren [1] F. Gustaffson. Determining the initial states in forward-backward filtering. Transactions on Signal Processing, 46(4):988-992, 1996.
On Sat, Jan 25, 2014 at 9:24 PM, Warren Weckesser < warren.weckesser@gmail.com> wrote:
Hey all,
I'm adding an option to `scipy.signal.filtfilt` that uses Gustaffson's method [1] to handle the edges of the data. In this method, initial conditions for the forward and backward passes of `lfilter` are chosen such that applying the filter first in the forward direction and then backward gives the same result as applying the filter backward and then forward. There is no padding applied to the edges.
Gustaffson's method has one optional parameter. It is the estimate of the length of the impulse response of the filter (i.e. anything after this length is supposed to be negligible and is ignored). If it is not given, no truncation of the impulse response is done.
The current signature of `filtfilt` is
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None)
(See http://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.filtfilt.ht... )
The arguments `padtype` and `padlen` control the type ('odd', 'even', 'constant' or None) and length of the padding.
Any suggestions for modifying the signature in a backwards-compatible way? Here are a few options I've considered:
(1) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response length using `padlen`. (I don't like this version--there is no padding performed by Gustaffson's method; using `padlen` for the impulse response length is just wrong.)
(2) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response with a new argument `irlen`. (A bit better than (1); I could live with using `padtype` to specify the method, even though it isn't actually padding the data.) New signature:
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, irlen=None)
(3) A new argument `method` specifies the method. It accepts either `'gust'` or `'pad'`. If the method is `'gust'`, the argument `irlen` specifies the impulse response length (and `padtype` and `padlen` are ignored). If the method is `'pad'`, `padtype` specifies the type of padding, `padlen` specifies the padding length (and `irlen` is ignored). The new signature would be:
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, method='pad', irlen=None)
(4) Don't touch `filtfilt`. Create a new function with the signature:
def filtfilt_gust(b, a, x, axis=-1, irlen=None)
Any suggestions? Any other APIs that would be preferable?
My preference would be (3) or (2), in that order. Ralf
Warren
[1] F. Gustaffson. Determining the initial states in forward-backward filtering. Transactions on Signal Processing, 46(4):988-992, 1996.
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On 1/31/14, Ralf Gommers <ralf.gommers@gmail.com> wrote:
On Sat, Jan 25, 2014 at 9:24 PM, Warren Weckesser < warren.weckesser@gmail.com> wrote:
Hey all,
I'm adding an option to `scipy.signal.filtfilt` that uses Gustaffson's method [1] to handle the edges of the data. In this method, initial conditions for the forward and backward passes of `lfilter` are chosen such that applying the filter first in the forward direction and then backward gives the same result as applying the filter backward and then forward. There is no padding applied to the edges.
Gustaffson's method has one optional parameter. It is the estimate of the length of the impulse response of the filter (i.e. anything after this length is supposed to be negligible and is ignored). If it is not given, no truncation of the impulse response is done.
The current signature of `filtfilt` is
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None)
(See http://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.filtfilt.ht... )
The arguments `padtype` and `padlen` control the type ('odd', 'even', 'constant' or None) and length of the padding.
Any suggestions for modifying the signature in a backwards-compatible way? Here are a few options I've considered:
(1) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response length using `padlen`. (I don't like this version--there is no padding performed by Gustaffson's method; using `padlen` for the impulse response length is just wrong.)
(2) Specify the use of Gustaffson's method with `padtype='gust'`, and specify the estimate of the impulse response with a new argument `irlen`. (A bit better than (1); I could live with using `padtype` to specify the method, even though it isn't actually padding the data.) New signature:
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, irlen=None)
(3) A new argument `method` specifies the method. It accepts either `'gust'` or `'pad'`. If the method is `'gust'`, the argument `irlen` specifies the impulse response length (and `padtype` and `padlen` are ignored). If the method is `'pad'`, `padtype` specifies the type of padding, `padlen` specifies the padding length (and `irlen` is ignored). The new signature would be:
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, method='pad', irlen=None)
(4) Don't touch `filtfilt`. Create a new function with the signature:
def filtfilt_gust(b, a, x, axis=-1, irlen=None)
Any suggestions? Any other APIs that would be preferable?
My preference would be (3) or (2), in that order.
Ralf
Pull request is here: https://github.com/scipy/scipy/pull/3442 Warren
Warren
[1] F. Gustaffson. Determining the initial states in forward-backward filtering. Transactions on Signal Processing, 46(4):988-992, 1996.
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