[Numpy-discussion] Recurrence relationships

[David Cournapeau]

On Wed, May 6, 2009 at 10:44 PM, Talbot, Gerry <Gerry.Talbot at amd.com> wrote:
> Does anyone know how to efficiently implement a recurrence relationship in
> numpy such as:
>
>
>
>              y[n] = A*x[n] + B*y[n-1]

That's the direct implement of a linear filter with an infinite
impulse response. That's exactly what scipy.signal.lfilter is for,

cheers,

David