[Octave-bug-tracker] [bug #47038] Ringing, possibly unwanted, with filtfilt

[Alexander Klein]

URL:
  <http://savannah.gnu.org/bugs/?47038>

                 Summary: Ringing, possibly unwanted, with filtfilt
                 Project: GNU Octave
            Submitted by: matalex
            Submitted on: Mo 01 Feb 2016 12:23:16 GMT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Inaccurate Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.2
        Operating System: *BSD

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Details:

Filtfilt may introduce strange artefacts into the spectra and time series of
filtered signals.

This seems to result from the code computing the initial filter state, and
manifests itself as a ringing artefact at both ends of the filtered signal,
which does not appear when simply applying "filter" in both directions.

See the attached file for sample code plotting a short demo.

While being far from catastrophic for most applications, the effect is
certainly strange enough to cause a certain amount of headache to unprepeared
users, as it does not seem to be documented anywhere, and it _might_ break
assumptions regarding expectation values towards both ends of time series.

Is this really how we want in this function to work?



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File Attachments:


-------------------------------------------------------
Date: Mo 01 Feb 2016 12:23:16 GMT  Name: source_me  Size: 777B   By: matalex

<http://savannah.gnu.org/bugs/download.php?file_id=36229>

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