Re: Why is my Butterworth filter so noisy?

[Matthias Brennwald]

On 23.09.2008, at 21:05, Julius Smith wrote:

> The "noise" in the original post is due to missing frequencies in the
> input signal, resulting in spurious numerical failures in the spectral
> ratio Y./X.  If you replace the line
>
> x = 2*randn(1,N)-1; % fake time series (original data)
>
> by
>
> x = [1,zeros(1,N-1)]; % impulse
>
> then the response looks fine.  To use noise as an input, it is
> necessary to do a lot more averaging over time (see the topic of
> system identification, for example).
>
> - jos

Thanks for this! That explains a lot...

Matthias