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Re: Why is my Butterworth filter so noisy?
From: |
Sergei Steshenko |
Subject: |
Re: Why is my Butterworth filter so noisy? |
Date: |
Mon, 22 Sep 2008 09:12:40 -0700 (PDT) |
--- On Mon, 9/22/08, Matthias Brennwald <address@hidden> wrote:
> From: Matthias Brennwald <address@hidden>
> Subject: Why is my Butterworth filter so noisy?
> To: address@hidden
> Date: Monday, September 22, 2008, 5:40 AM
> Dear all
>
> I need to apply a Butterworth low-pass filter to a
> regularly sampled
> time series of data points. I used the butter.m and
> filter.m
> functions to do that (the butter.m function is in the
> signal package
> from Octave-Forge). If I calculate and plot the frequency
> response of
> the Butterworth filter using the fourier transforms of the
> original
> and the filtered time series, the result looks like the
> expected
> Butterworth transfer function, but with a lot of unexpected
> noise.
> The amount of noise increases with the order of the
> Butterworth
> filter I use.
>
> Am I doing something wrong or am I missing something?
>
>
> The following is an example to reproduce the above with a
> 'faked'
> time series:
>
> ---------------------
>
> N = 1000; % number of data points
>
> t = [1:N] / N; % time
> x = 2*randn(1,N)-1; % fake time series (original data)
>
> [b,a] = butter (6,0.3); % filter coefficients for a 6th
> order
> Butterworth filter
> y = filter (b,a,x); % filter the original data
>
> X = fft (x); X = X(1:N/2); % Fourier transform of the
> original data
> (only the left part of the spectrum)
> Y = fft (y); Y = Y(1:N/2); % Fourier transform of the
> filtered data
> (only the left part of the spectrum)
> trsf = 20*log10(abs(Y./X)); % transfer function in dB
>
> f = [1:N/2]; % frequency
> semilogx (f,trsf) % plot the transfer function
>
> ---------------------
>
>
> Matthias
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://www-old.cae.wisc.edu/mailman/listinfo/help-octave
You might be interested in the following:
http://www.nabble.com/ripple-in-Butterworth-filter-created-by-'butter'-(was-"RE%3A-'long-double'-support--")-td17092962.html#a17092962
.
Regards,
Sergei.
- Why is my Butterworth filter so noisy?, Matthias Brennwald, 2008/09/22
- Re: Why is my Butterworth filter so noisy?, Fredrik Lingvall, 2008/09/22
- Re: Why is my Butterworth filter so noisy?,
Sergei Steshenko <=
- Re: Why is my Butterworth filter so noisy?, Matthias Brennwald, 2008/09/22
- Re: Why is my Butterworth filter so noisy?, Matthias Brennwald, 2008/09/22
- Re: Why is my Butterworth filter so noisy?, Sergei Steshenko, 2008/09/23
- Re: Why is my Butterworth filter so noisy?, Julius Smith, 2008/09/23
- Re: Why is my Butterworth filter so noisy?, Sergei Steshenko, 2008/09/23
- Re: Why is my Butterworth filter so noisy?, Matthias Brennwald, 2008/09/24
- Re: Why is my Butterworth filter so noisy?, Bob Odom, 2008/09/24