Is there a way to initialize a filter to the first unfiltered value?

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DH
DH 2017-12-11
回答： mojtaba rayati 2023-12-5
I want to filter a data set. Suppose the data set consists of data points which equal 100 plus noise. I want the filtered value to be initialized to the first unfiltered value, instead of zero, so the filter won't have to take a long time to go from zero to the nominal value. Is there a way to do this?
After some thought, I came up with this method: filteredData = filter(b, a, raw - raw(1)) + raw(1); I think this answers my question, but I would welcome any comments.

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mojtaba rayati
mojtaba rayati 2023-12-5
Be sure that your b array is normalized then for x0 initial condition: y=filter(b, a, x-x0) + x0.
The Reason: In FIR filter case:
if the above formulation is equal to y=filter(b, a, x-x0) + x0.
Similar reason can be used for IIR Filter

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