Wolfram Language & System 10.0 (2014)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.
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LeastSquaresFilterKernel

LeastSquaresFilterKernel[{{ω1,,ωk-1},{a1,,ak}},n]
creates a k-band finite impulse response (FIR) filter kernel of length n designed using a least squares method, given the specified frequencies and amplitudes .

LeastSquaresFilterKernel[{"type",spec},n]
uses the full filter specification .

Details and OptionsDetails and Options

• LeastSquaresFilterKernel returns a numeric list of length n of the impulse response coefficients of an FIR filter that has the minimum mean-squared error.
• The impulse response of the filter is computed using the inverse discrete-time Fourier transform.
• In LeastSquaresFilterKernel[{"type",spec},n], filter specification can be any of the following:
•  {"Lowpass",ωc} lowpass filter with cutoff frequency {"Highpass",ωc} highpass filter with cutoff frequency {"Bandpass",{ωc1,ωc2}} bandpass filter with pass band from to {"Bandstop",{ωc1,ωc2}} bandstop filter with stop band from to {"Multiband",{ω1,…,ωk-1},{a1,…,ak}} multiband filter specification with k bands {"Differentiator",ωc} differentiator filter with cutoff frequency {"Hilbert",ωc} Hilbert filter with cutoff frequency
• If is omitted, is assumed.
• Frequencies should be given in an ascending order such that .
• Amplitude value corresponds to the frequency band to , and amplitude corresponds to the frequency band to π.
• Amplitude values should be non-negative. Typically, values specify a stopband, and values specify a passband.
• The kernel, ker, returned by LeastSquaresFilterKernel can be used in ListConvolve[ker,data] to apply the filter to data.
• LeastSquaresFilterKernel takes a WorkingPrecision option, which specifies the precision to use in internal computations. The default setting is .

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

A lowpass FIR kernel:

 Out[1]=

Magnitude plot of the filter and the cutoff frequency:

 Out[2]=

A Bode plot of the filter's magnitude:

 Out[3]=

A multiband FIR kernel:

 Out[1]=

Magnitude plot of the filter and its "brickwall" specification:

 Out[2]=

See AlsoSee Also

Introduced in 2012
(9.0)