Skip to main content

filtering - high pass filter without losing detail


I have troubles doing a simple high pass filtering...


Downloading the test data https://pastebin.com/74J8t2YV as "test.dat", you can see that overimposed on the signal there are some low frequencies and an almost constant slope, that I'd like to get rid of:


 ListPlot[Import[NotebookDirectory[] <> "test.dat", Joined -> True]]

The problem is that using the following code, to have the signal oscillate around a more-or-less constant line I need to use hf > 2 pi / fsamp, but at frequencies so high the important details of the signal are lost.


Module[{dat, a, times, lf, hf = 1, fl, filt, avgy, fsamp},
dat = Import[NotebookDirectory[] <> "test.dat"];
times = dat\[Transpose][[1]];

a = dat\[Transpose][[2]];
avgy = Mean[a];
a = a /. y_ -> y - avgy; (* not interested in signal offset *)

fsamp = 1/Mean[Differences[times]]; (* sampling slightly irregular *)

hf = 2 \[Pi] 0.9/fsamp;
filt = HighpassFilter[a, hf];
ListPlot[{{times, a}\[Transpose], {times, filt}\[Transpose]},
Joined -> True]]


original and filtered data


I'm not an expert at all in frequency analysis, but I did these kind of stuff blindly using Microcal Origin - and there the highpass filtering does not suffer of this drawback... what can be done?


Here is the results in Origin (the signal is the same, I just forgot to subtract the average) Origin high pass filter in action


unfortunately the help page doesnt enter into details about the algorithm, where you only choose the cutoff frequency



Answer



The default kernel length of HighpassFilter seems to be too small, after modifying it to Round[Length@a/10], the result is almost the same as that of Origin:


times = dat\[Transpose][[1]];
a = dat\[Transpose][[2]];
avgy = Mean[a];

a = a - avgy;
(* Alternative method for obtaining a: *)
(*
a = Standardize[dat\[Transpose][[2]], Mean, 1 &];
*)

fsamp = 1/Mean@Differences@times;(*sampling slightly irregular*)
hf = 0.3;(*Found by trial and error *)

filt = HighpassFilter[#, hf, Round[Length@#/10], SampleRate -> Round@fsamp] &@a;


ListLinePlot[{{times, a}\[Transpose], {times, filt}\[Transpose]}, PlotRange -> All]

Mathematica graphics


Comments

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...