Speed up FIR filter

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Peter 2017-10-17

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https://ww2.mathworks.cn/matlabcentral/answers/361706-speed-up-fir-filter

回答： Christoph F. 2017-10-18

Hi, I have to filter large amount of data with a FIR filter. My code works, but is rather slow. Is there a trick to speed it up (apart from FilterM)?

if true
  ftype='bandpass';
Fn = SamplingRate/2;   % Nyquist Frequency
HP=100; % High pass
LP=1000; % Low pass
Wp = [round(HP-0.1*HP) HP LP round(LP+0.1*LP)];
mags =   [0 1 0];
devs = [0.05 0.01 0.05];
[n,Wn,beta,ftype] = kaiserord(Wp,mags,devs,SamplingRate);
n = n + rem(n,2);
hh = fir1(n,Wn,ftype,kaiser(n+1,beta),'scale');
FilteredSignal=filtfilt(hh,1,UnfilteredSignal); % filter step
end

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Christoph F. 2017-10-17

编辑：Christoph F. 2017-10-17

Why are you using filtfilt (which applies the filter twice, forward/backward) with a symmetric FIR filter (which is linear phase by itself and doesn't need forward-backward filtering to achieve linear phase)?

filtfilt() takes about 20 times as long as doing regular forward filtering with filter().

Avoid using filtfilt unless there is a pressing reason to do so (i.e. linear phase required when the filter itself is not linear phase). Also, keep in mind that filtfilt applies the filter twice and the frequency response will not correspond to what you see with freqz().

Also, be aware that filtfilt is, in essence, acausal. The input sample value at t0 will affect the output sample value at t1<t0, i.e. the present will be affected by the future.

Peter 2017-10-17