Steady-state initial conditions for a one-pass IIR filter

Computes the filter delay-line state that, when scaled by the first input sample and passed to lfilter, makes the filter's step response start already in steady state (no start-up transient). This is the direct analogue of scipy.signal.lfilter_zi.

Usage

lfilterInit(b, a)

Arguments

b

Numerator (feed-forward) coefficients.

a

Denominator (feedback) coefficients; a[1] need not be 1 (coefficients are normalised internally).

Value

A numeric vector of length max(length(a), length(b)) - 1, the initial delay-line state (unscaled; multiply by the first sample level).

See also

lfilter, sosfiltInit

Examples

ba <- signal::butter(2, 0.2, "low")
zi <- lfilterInit(ba$b, ba$a)