On the design of the optimum numerical filter with a prefixed response

M. GALLI, P. RANDI

Abstract


The number of the coefficients of a numerical filter of
an equispaced time series, corresponding to a given response is generally
unlimited; this number should be limited for obvious computing reasons and
not be greater than a certain value so that two data of the filtered series do
not become dependent from each other, because of the filter.
In this work it is shown how to calculate a filter with a given number
of coefficients whose response is the best approximation to a given response
and meanwhile satisfies to certain desired properties

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References


DOI: https://doi.org/10.4401/ag-5000
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Published by INGV, Istituto Nazionale di Geofisica e Vulcanologia - ISSN: 2037-416X