how to filter without a for loop (first order filter)

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Andrew Tilmouth
Andrew Tilmouth 2017-12-10
编辑： Jan 2018-12-8
Hi for a large vector (361156 points or more) I have this for loop to filter engine speed (RPM), it works fine but it is too slow
for i=1:length(RPM)
RPMFilt(i) = RPM(i) + RPMFilt(i-1) - RPM(i) * RPMFiltConstant
end
where RPMFiltConstant = 0.98 (heavily filtered)
Too avoid the for loop, I guess that I could use the filter function y = filter(b,a,x) (only the matlab filter function, I don't have the DSP or signal processing tool boxes)
But the problem is I am not sure what I should set b and a to in order to achieve the same result as the equation above with 0.98 filter constant, can anyway explain and show how to calculate what b and a should be for different values of RPMFiltConstant between 0 and 1.
thanks
  1 个评论
Jan
Jan 2017-12-10
Your code does not run: What is RPMFilt(i-1) for i=1 ? Please post the real code, which runs and produces the wanted result.

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Jan
Jan 2017-12-10
编辑：Jan 2018-12-8
Your code does not run: What is RPMFilt(i-1) for i=1 ? Please post the real code, which runs and produces the wanted result.
Do you pre-allocate the output?
RPM = rand(1, 361156);
RPMFiltConstant = 0.98;
tic;
RPMFilt = zeros(size(RPM));
RPMFilt(1) = RPM(1); % Or what else?
for i = 2:length(RPM)
RPMFilt(i) = RPM(i) + RPMFilt(i-1) - RPM(i) * RPMFiltConstant;
end
toc
This takes 0.026 sec on my R2016b/64/Win7 system. Not so much. This is a little bit faster:
tic;
b = 1 - RPMFiltConstant;
RPMFilt = zeros(size(RPM));
RPMFilt(1) = RPM(1); % Or what else?
for i = 2:length(RPM)
RPMFilt(i) = b * RPM(i) + RPMFilt(i-1);
end
toc
And with filter:
RPMFilt = [RPM(1), filter([0.02, 0], [1, -1], RPM(2:end), RPM(1))];
  3 个评论
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Lugi Marcato
Lugi Marcato 2018-12-8
RPMFiltConstant is equal to Tsimpling/(Tsimpling+tau)?
what is [0.02, 0], [1, -1]?
Jan
Jan 2018-12-8
编辑：Jan 2018-12-8
@Lugi: I do not knwo what Tsimpling and tau is.
[0.02, 0], [1, -1] are the filter parameters B and A, which perform the same calculations as the for loop, except for rounding errors:
RPM = rand(1, 361156);
RPMFiltConstant = 0.98;
R1 = zeros(size(RPM));
R1(1) = RPM(1); % Or what else?
for i = 2:length(RPM)
R1(i) = RPM(i) + R1(i-1) - RPM(i) * RPMFiltConstant;
end
R2 = [RPM(1), filter([1-RPMFiltConstant, 0], [1, -1], RPM(2:end), RPM(1))];
max(abs(R1 - R2) ./ abs(R2)) % Relative error: about 1.7763e-15

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