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Low pass filtering

  • To: mathgroup at smc.vnet.net
  • Subject: [mg41665] Low pass filtering
  • From: Bob.Buchanan at millersville.edu (Bob Buchanan)
  • Date: Fri, 30 May 2003 03:56:14 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Hello,

I have a question about recovering a filtered signal from a Fourier
transformed input signal. I have read a time series of real sampled
values into Mathematica. I can use Fourier[] to compute its DFT. As I
understand the DFT, the kth value represents the "amount" of the kth
frequency present in the original time series. To implement a simple
low pass filter I set all the elements of the Fourier series below a
certain threshold frequency to zero. Now I want to do the IDFT to
recover a filtered time series containing only the low passed
frequencies. However the IDFT I compute is not a real series, but
contains complex entries with nontrivial imaginary parts. What about
this filtering operation am I misunderstanding?

Thanks,
Bob Buchanan


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