LanczosFilter


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ASP.NET
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Description - LanczosFilter



Apply the Lanczos filter to a real time series, in the Frequency space, i.e., using FFT which is FASTER than applied as a cosine filter in the time space. Usage: Y = lanczosfilter(X,dT,cf,M,`low`)whereX - Time seriesdT - Sampling interval (Default 1)Cf - Cut-off frequency (default half Nyquist)M - Number of coefficients (default 100)and `low` or `high` depending if you want to get the smooth or the noisy part of your data, respectively (default `low`, so it smooths). NaN`s elements are replaced by mean(X). If you have a better idea, just let me know. It comes with an example, also take a look at the screenshot, where the filter is applied to each row. Reference:Emery, W. J. and R. E. Thomson. "Data Analysis Methods in Physical Oceanography". Elsevier, 2d ed., 2004. Pages 533-539.



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Filter `low` Smooths Nan`s Elements