fftfilt: Filters with an FIR filter using the FFT
In signal: Signal Processing

Description Usage Arguments Details Value Author(s) References See Also Examples

Filters with an FIR filter using the FFT.

fftfilt(b, x, n = NULL)

FftFilter(b, n)

## S3 method for class 'FftFilter'
filter(filt, x, ...)

`b`	the moving-average (MA) coefficients of an FIR filter.
`x`	the input signal to be filtered.
`n`	if given, the length of the FFT window for the overlap-add method.
`filt`	filter to apply to the signal.
`...`	additional arguments (ignored).

If n is not specified explicitly, we do not use the overlap-add method at all because loops are really slow. Otherwise, we only ensure that the number of points in the FFT is the smallest power of two larger than n and length(b).

For fftfilt, the filtered signal, the same length as the input signal x.

For FftFilter, a filter of class FftFilter that can be used with filter.

Original Octave version by Kurt Hornik and John W. Eaton. Conversion to R by Tom Short.

Octave Forge https://octave.sourceforge.io/

Ma, filter, fft, filtfilt

t <- seq(0, 1, len = 100)                     # 1 second sample
x <- sin(2*pi*t*2.3) + 0.25*rnorm(length(t))  # 2.3 Hz sinusoid+noise
z <- fftfilt(rep(1, 10)/10, x) # apply 10-point averaging filter
plot(t, x, type = "l")
lines(t, z, col = "red")