Re: How do I build low pass filter?

[Francesco Potorti`]

   Can anybody tell how I should proceed to filter out some "spikes"
   from a vector of data using Octave?

Here is an excerpt from a recent .m  file of mine where I wanted to apply a
low-pass filter with cutoff frequency `cutf'  to a series of data `At'.  If
you want  to filter  out spikes  whose size is  approximately 1/100  of the
lenght of the sample, set cutf=0.02 or greater.  The result is in `Af'.

    l = length (At);                    # lenght of the sample
    Af = detrend(At);                   # remove linear trend
    trend = At - Af;                    # keep trend for later
    trans = fft(Af);                    # frequency domain
    k = round(cutf*l);                  # frequency cutoff
    trans(k+2:l-k) = 0;                 # cut high frequencies
    Af = real(ifft(trans)) + trend;     # put linear trend back in

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