LanczosFilter.m
Apply the Lanczos filter to a real time series, in the frequency space, i.e., using FFT which is faster than applied as a cosine filter in the time space.
Usage:
Y = lanczosfilter(X,dT,cf,M,'low')
where
X - Time series
dT - Sampling interval (default 1)
Cf - Cut-off frequency (default half Nyquist)
M - Number of coefficients (default 100)
and 'low' or 'high' depending if you want to get the smooth or the noisy part of your data, respectively (default 'low', so it smooths).
NaN's elements are replaced by mean(X). If you have a better idea, just let me know.
It comes with an example, also take a look at the screenshot, where the filter is applied to each row.
Reference:
Emery, W. J. and R. E. Thomson. "Data Analysis Methods in Physical Oceanography". Elsevier, 2d ed., 2004. Pages 533-539.
Citation pour cette source
Carlos Adrian Vargas Aguilera (2024). LanczosFilter.m (https://www.mathworks.com/matlabcentral/fileexchange/14041-lanczosfilter-m), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Transforms > Discrete Fourier and Cosine Transforms >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
Version | Publié le | Notes de version | |
---|---|---|---|
1.0.0.0 | BSD License BSD License |