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

7 次查看（过去 30 天）
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.

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

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
显示 1更早的评论
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

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Matched Filter and Ambiguity Function 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by