filtertimeseries

[xFiltered, t] = filtertimeseries(x, fs, fcL, fcH, dispout)

Description

Filter time-series to retain signals with frequencies of fcL <= f <= fcH

It assumes time-series is stationary

Inputs

x

Time-series

fs

Sampling frequency that data collected at in (Hz)

fs=1/dt where dt is time interval between two successive points

fcL=0;

Low cut-off frequency, between 0*fs to 0.5*fs (Hz)

Signals with frequencies f<fcL are removed

Must be between 0 and fs/2

fcH=fs/2;

High cut-off frequency, between 0*fs to 0.5*fs (Hz)

Signals with frequencies f>fcH are removed

Must be between 0 and fs/2

dispout=’no’;

Define to display outputs or not (‘yes’: display, ‘no’: not display)

Outputs

xFiltered

Filtered time-series

t

Time

Examples

%Generate time-series from 3 waves with frequencies of 0.5, 2, 4 Hz
fs=32; %Sampling frequency
d=20; %Duration
f1=0.5; %1st wave frequency
f2=2; %2nd wave frequency
f3=4; %3rd wave frequency
a1=1; %1st wave amplitude
a2=0.2; %2nd wave amplitude
a3=0.1; %3rd wave amplitude
dt=1/fs; %Time interval
t=linspace(0,d-dt,fs*d); %Time data points
x=a1*sin(2*pi*f1.*t)+a2*sin(2*pi*f2.*t)+a3*sin(2*pi*f3.*t); %Time-series

%Keep only wave with f1 frequency and remove waves with f2 and f3 frequencies
fcL=f1-0.2; %Lower cut-off frequency
fcH=f1+0.2; %Higher cut-off frequency
[xFiltered, time] = filtertimeseries(x, fs, fcL, fcH, 'yes');

%Keep waves with f2 and f3 frequencies and remove wave with f1 frequency
fcL=f2-0.2; %Lower cut-off frequency
fcH=f3+0.2; %Higher cut-off frequency
[xFiltered, time] = filtertimeseries(x, fs, fcL, fcH, 'yes');

References