>Dear NCL user:
>Hi, I want to do a low pass filter (filtering signal
> with period less than 10a) for a 100a time series.
>
> After see some tips on the forum , I still have some qestions.
>
> Using "ezfftf" and "ezfftb" :
>
> x = random_uniform(-1,1,100) ; using a random series as example
> fc = ezfftf (x)
> fc (:,5:49) = 0.0 ; Is it right for filtering the
> ; period longer than 10a?
> xband = ezzftb(fc) ; the result
>
> Using filwgts_lancos :
> I want to know how to define the nwt and fca
> to get a similar low pass filter as listed above ?
============================================================
I am not sure what the "a" in "10a" represents.
Filtering via FFT, simplistic explanation:
[1] Truncating a fourier series as you have done above
results in Gibbs phenomena. When the series is long,
there will be a 9% over estimate at the truncated
frequency [fc] and a 5% under estimate at 2*fc.
If you look at some text book or google on Gibbs
phenomena you will note that there will *always*
be some "ripples"
[2] FFTs should be performed on periodic sequences and
time series are not periodic.
[a] Remove the original series mean. [xMean]
The mean can be added back in later.
[b] Taper the series via
http://www.ncl.ucar.edu/Document/Functions/Built-in/taper.shtml
This results is some loss of variance but will
minimize 'spectral leakage'.
[3] You must weight the FFT coefficients in a transition
zone.
ideal low pass
1.0 i---------
i |
i |
i | This results in Gibbs
i |
0.0 i________|______________________________
0.0 fca 0.5
transition zone low pass
1.0 i---------
i \
i \ the \ indicate the transition
i \
i \
0.0 i_____________\_________________________
0.0 fca 0.5
For illustration
fc(:,5) = 0.75*fc(:,5)
fc(:,6) = 0.50*fc(:,6)
fc(:,7) = 0.25*fc(:,7)
fc(:,8:)= 0.0
large transition zone: small ripples
small " " : large ripples but less than Gibbs
[4] Use ezfftb to go back to the time domain.
[5] If you have many series or *very* long
series then the the FFT has a speed advantage
over classic weighting of values in the time
domain.
[6] Some people mistakingly think that since the FFT
returns the original number of points [N, here 100]
that the FFT is better than applying weights
to the series in the time domain. After all, in addition
to being faster, the latter results in a few points
at the beginning and end being set to missing.
See:
http://www.ncl.ucar.edu/Document/Functions/Built-in/filwgts_lancos.shtml
Not so. There is no magic. At least with time domain
weighting, the user can be assured that the resulting
series has consistent frequency response across all values.
I would be skeptical of the first/last few points
generated via ezfftb in subsequent analysis. How many
points? I am not aware of any 'formula' that give the
answer. One approach would be to use lancos weighting
to a series; then, use trial and error to vary the
transition zone weighting to the fft coefficients.
Plot the test series.
> Using filwgts_lancos :
>
> I want to know how to define the nwt and fca
> to get a similar low pass filter as listed above ?
df = 1./100
fca = 10*df ; for '10a'
nwt = ; this is art
; there is a trade off between the ideal
; and what is practically possible.
; The smaller nwt the fewer points lost BUT
; the poorer response of the filter; the larger
; nwts, the more points lost but a better filter.
; Again, there is no magic. The fft has the
; same issues but in a different form.
I have a script that I will send you off line.
There will be *no support* for this offline script.good luck
good luck
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Received on Tue Dec 26 2006 - 11:43:27 MST
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