void FIdFiltAP (const double x[], double y[], int Nout, const double h[], int Ncof)


Filter a signal with an all-pole IIR filter


The procedure filters an input signal using an all-pole filter. The filter is specified by its direct-form feeback coefficients h[i],
          1                    N-1       -i
  H(z) = ----  ,  where C(z) = SUM h[i] z    .
         C(z)                  i=0

The output is calculated as

  h[0]*y[k] = x[k] - h[1]*y[k-1] - h[2]*y[k-2] - ...
                                 - h[Ncof-1]*y[k-Ncof+1].
Normally, the first coefficient is unity, i.e. h[0]=1. A non-unity value will result in a gain scaling of the response.

The output array y[.] must be primed with mem=Ncof-1 previous output values. On return the top mem values in y[.] can serve as the memory values for the next invocation of this routine.

This routine can also be called with a single array x[.] of length mem+Nout,

  FIdFiltAP (&x[mem], x, Nout, h, Ncof)
Before entering this routine, the first mem values of x[.] are set to previous output values, while the next Nout values are new input values. On return, the Nout new output values replace the input values, starting at x[mem]. If the top mem elements are shifted down to the bottom of the array, these can serve as the previous output values for the next call to this routine.


-> const double x[]
Input array of data, Nout values
<-> double y[]
Output array of samples. This array is of length Ncof-1+Nout. On input, the first Ncof-1 values should represent past output values. On output, Nout new output samples are appended to this array.
-> int Nout
Number of new output samples to be calculated
-> const double h[]
Array of Ncof all-pole filter coefficients. The first coefficient must be non-zero.
-> int Ncof
Number of filter coefficients

Author / revision

P. Kabal / Revision 1.1 2005/02/01

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