Autoregressive Moving Average (ARMA) Filter Base Class.This class implements a autoregressive moving average (ARMA) filter according to
![\[ a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b) - a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a) \]](form_250.png)
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#include <itpp/signal/filter.h>
Public Member Functions | |
| ARMA_Filter () | |
| Class constructor. | |
| ARMA_Filter (const Vec< T2 > &b, const Vec< T2 > &a) | |
| Class constructor setting the coefficients in the filter. | |
| virtual | ~ARMA_Filter () |
| Class destructor. | |
| Vec< T2 > | get_coeffs_a () const |
| Filter a coefficient access function. | |
| Vec< T2 > | get_coeffs_b () const |
| Filter b coefficient access function. | |
| void | get_coeffs (Vec< T2 > &b, Vec< T2 > &a) const |
| Filter coefficient access function. | |
| void | set_coeffs (const Vec< T2 > &b, const Vec< T2 > &a) |
| Set the filter coefficients (and order) | |
| void | clear () |
| Clears the filter memory. | |
| Vec< T3 > | get_state () const |
| Get state of filter. | |
| void | set_state (const Vec< T3 > &state) |
| Set state of filter. | |
| virtual T3 | operator() (const T1 Sample) |
| Filter a single sample. | |
| virtual Vec< T3 > | operator() (const Vec< T1 > &v) |
| Filter a vector. | |
Autoregressive Moving Average (ARMA) Filter Base Class.
This class implements a autoregressive moving average (ARMA) filter according to
.
where a and b are the filter coefficients, x is the input and y is the output.
When filtering a vector, the length of the output vector equals the length of the input vector. Internal states are kept in a filter memory. The first time the filter is used the internal states have been set to zero.
The class is templated as follows:
T1 is the type of the input samples T2 is the type of the filter coefficients T3 is the type of the output samples Generated on Sat Jul 6 2013 10:54:34 for IT++ by Doxygen 1.8.2