One-pass causal IIR filtering (Direct Form II Transposed)

Applies a rational transfer function defined by numerator b and denominator a to x, forward in time, mirroring scipy.signal.lfilter. Optionally carries the delay-line state so a signal can be filtered in consecutive chunks with a result identical to filtering it whole.

Usage

lfilter(b, a, x, zi = NULL)

Arguments

b

Numerator (feed-forward) coefficients.

a

Denominator (feedback) coefficients (a[1] normalised internally if not 1).

x

Numeric input vector.

zi

Optional initial delay-line state, length max(length(a), length(b)) - 1. When supplied, the return value is a list carrying the final state; when NULL (default) the state starts at zero and a plain filtered vector is returned. Use lfilterInit for a transient-free warm start.

Value

If zi is NULL, the filtered numeric vector. Otherwise a list with y (filtered vector) and zi (final state).

See also

lfilterInit, sosfilt

Examples

ba <- signal::butter(4, 0.2, "low")
# single call
y <- lfilter(ba$b, ba$a, rnorm(500))
# streamed in two chunks with carried state
x <- rnorm(500)
r1 <- lfilter(ba$b, ba$a, x[1:250], zi = numeric(4))
r2 <- lfilter(ba$b, ba$a, x[251:500], zi = r1$zi)
identical(length(c(r1$y, r2$y)), length(x))
#> [1] TRUE