iir

Apply an Infinite Impulse Response (IIR) Filter. More...

Modules
	iir
	C++ interface for Infinite Impulse Response.
	filter1D
	C interface for Impulse Response.

Detailed Description

Apply an Infinite Impulse Response (IIR) Filter.

Apply an infinite impulse response filter (transposed Direct Form II implementation).

If a is scalar this defaults to the faster Finite Impulse Response, i.e. fir. The IIR is defined as:

\[ a_0*y_{n-1} = b_0*x_{n-1} + b_1*x_{n-2} + \ldots + b_{nb-1}*x_{n-nb-1} - a_1*y_{n-2} - \ldots - a_{na-1}*y_{n-na-1} \]

array a = seq(1, 8);
a = a / 10.0f;
print(a);
// a = 0.1000
//     0.2000
//     0.3000
//     0.4000
//     0.5000
//     0.6000
//     0.7000
//     0.8000

array b = seq(1, 8);
print(b);
// b = 1.0000
//     2.0000
//     3.0000
//     4.0000
//     5.0000
//     6.0000
//     7.0000
//     8.0000

array x = randn(8, 1);
array f = iir(b, a, x);
print(f);
// f =  2.9254
//     -7.1836
//      1.0000
//     -3.9320
//     25.4702
//     -0.0344
//      0.0829
//     -2.5098