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From: | Fredrik Lingvall |
Subject: | Re: Why is my Butterworth filter so noisy? |
Date: | Wed, 24 Sep 2008 10:28:38 +0200 |
User-agent: | Thunderbird 2.0.0.16 (X11/20080805) |
Matthias Brennwald wrote:
The noise is due to the poor estimator of the transfer function that you have used. You don't have infinite precision in your data. If you take the uncertainties into account, say using a model likeOn 22.09.2008, at 15:26, Fredrik Lingvall wrote:Try, freqz(b,a,1/(t(2)-t(1))) insteadOk, this will produce a beatuiful plot of the transfer function as it should be. However, the noise will still be there in my filtered data.Matthias
y = h*x + ewhere e is a "noise" term (i.e., the model misfit) and h is the impulse response of your filter, then you can derive a better (more robust) estimator for h.
/Fredrik
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