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LOW PASS FILTERName:
The low-pass filter contains two basic steps:
For any low-pass filter, there is a corresponding high-pass filter equivalent to subtracting the low-pass filtered series from the original series (i.e., you are extracting the high frequency component). Dataplot uses the Starpac HIPASS routine to compute the high-pass filter.
<SUBSET/EXCEPT/FOR qualification> where <x> is a response variable; <y> is the response variable after computing the low-pass filter; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
<SUBSET/EXCEPT/FOR qualification> where <x> is a response variable; <y> is the response variable after computing the high-pass filter; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET YOUT = HIGH PASS FILTER Y
Janet R. Donaldson and Peter V. Tryon (10/5/1987), "User's Guide to STARPAC The Standards Time Series and Regression Package", U.S. Department of Commerce Center for Applied Mathematics National Bureau of Standards Boulder, Colorado 80303
. PURPOSE--REMOVE HIGH FREQUENCY CONTAMINATION FROM A SIGNAL . ANALYSIS TECHNIQUE--LOW PASS FILTER (STARPAC ROUTINE LOPASS) . . -----START POINT----------------------------------- . DIMENSION 20 VARIABLES . . STEP 1-- DEFINE THE PURE SIGNAL DEFINE THE CONTAIMINATION . COMBINE PURE + CONTAMINATION TO YIELD THE OBSERVED . RESPONSE PLOT . LET X = SEQUENCE 0 .1 25.55 LET YS = SIN(X) LET YN = NORMAL RANDOM NUMBERS FOR I = 1 1 256 LET YN = YN/10 LET Y = YS+YN MULTIPLOT SCALE FACTOR 2 MULTIPLOT CORNER COORDINATES 5 5 95 95 MULTIPLOT 2 2 YLIMITS -2 2 Y1LABEL AUTOMATIC PLOT YS PLOT YN PLOT Y YLIMITS END OF MULTIPLOT . LET N = SIZE Y LET X = SEQUENCE 8 1 249 MULTIPLOT 2 3 LET KTERM = 15 LET FC = 0.05 LET YFILTL0 = LOW PASS FILTER Y TITLE FC = 0.05 PLOT YFILTL0 X LET FC = 0.1 LET YFILTL1 = LOW PASS FILTER Y TITLE FC = 0.1 PLOT YFILTL1 X LET FC = 0.2 LET YFILTL2 = LOW PASS FILTER Y TITLE FC = 0.2 PLOT YFILTL2 X LET FC = 0.3 LET YFILTL3 = LOW PASS FILTER Y TITLE FC = 0.3 PLOT YFILTL3 X LET FC = 0.4 LET YFILTL4 = LOW PASS FILTER Y TITLE FC = 0.4 PLOT YFILTL4 X END OF MULTIPLOT
Date created: 01/23/2013 |