IIRFilter Routine

Summary

Performs infinite impulse response (IIR) filtering.

Declaration

Procedure IIRFilter(B, A: TVec; X, Y: TVec);

Description

The IIRFilter procedure filters X through an IIR filter ([1]) and stores the results in vector Y. The filter is described with vectors A and B. The X values are filtered by using the following equation:


     y[i] = b[0]*x[i] + b[1]*x[i-1] + ... + b[N]*x[i-N]
                      + a[1]*y[i-1] + ... + a[M]*y[i-M]

     x[i] ... input sample
     y[i] ... output (filtered) sample

where M = A.Length-1 and N = B.Length-1. The filter coefficients are normalized by A.Values[0]. The routine is not capable of continuous filtering (streaming).

See Also
[1] "Understanding digital signal processing, Richard G. Lyons, Prentice Hall, 2001"
Deconv