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Re: Multiple application of LinearFilter

  • To: mathgroup at smc.vnet.net
  • Subject: [mg64856] Re: Multiple application of LinearFilter
  • From: "Steve Luttrell" <steve_usenet at _removemefirst_luttrell.org.uk>
  • Date: Mon, 6 Mar 2006 05:00:55 -0500 (EST)
  • References: <dubjps$h0t$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

You can short-circuit this iterative filtering.

A sequence of linear filterings is itself a linear filtering, so you could 
implement a sequence of any number of linear filterings as a single linear 
filtering that you can deduce from the composition of the individual linear 
filterings in the seqeunce.

Furthermore, if the linear filterings are actually convolutions (i.e. shift 
invariant) then you can implement the sequence of linear filterings neatly 
in Fourier space by using the convolution theorem.

I strongly urge you to read a book on signal processing, linear filtering, 
and all that.

Steve Luttrell

"Lea Rebanks" <lrebanks at netvigator.com> wrote in message 
news:dubjps$h0t$1 at smc.vnet.net...
>
>
> Hi All,
>
> I have been using LinearFilter on my data with great success & achieve
> better results the more times I pass my data through the LinearFilter. (
> I have had to adjust data length to maintain correct indexing with
> PadLeft - but this is not my question here.)
>
> Below is how I am applying the multiple LinearFilter.
>
> EG
>
> originaldata
>
> Data1=LinearFilter[originaldata, {1/2,1/2}];
> Data2=LinearFilter[Data1, {1/2,1/2}];
> Data3=LinearFilter[Data2, {1/2,1/2}];
>
>
> My question is - Is there a shorter way of writing multiple passes of
> the above.
>
> If there is a way, please show the code.
>
> It would be great if I could simply adjust the number of passes from say
> three above to any number of passes to find optimum setting for data.
>
> Many thanks for your attention.
>
> Best Regards - Lea Rebanks...
>
>
> 



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