itpp::ARMA_Filter< T1, T2, T3 > Class Template Reference
[Filtering]

Autoregressive Moving Average (ARMA) Filter Base Class.

This class implements a autoregressive moving average (ARMA) filter according to

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#include <filter.h>

List of all members.

Public Member Functions
	ARMA_Filter ()
	Class constructor.
	ARMA_Filter (const Vec< T2 > &b, const Vec< T2 > &a)
	Class constructor setting the coefficients in the filter.
virtual	~ARMA_Filter ()
	Class destructor.
Vec< T2 >	get_coeffs_a () const
	Filter a coefficient access function.
Vec< T2 >	get_coeffs_b () const
	Filter b coefficient access function.
void	get_coeffs (Vec< T2 > &b, Vec< T2 > &a) const
	Filter coefficient access function.
void	set_coeffs (const Vec< T2 > &b, const Vec< T2 > &a)
	Set the filter coefficients (and order).
void	clear ()
	Clears the filter memory.
Vec< T3 >	get_state () const
	Get state of filter.
void	set_state (const Vec< T3 > &state)
	Set state of filter.
virtual T3	operator() (const T1Sample)
	Filter a single sample.
virtual Vec< T3 >	operator() (const Vec< T1 > &v)
	Filter a vector.

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Detailed Description

template<class T1, class T2, class T3>
class itpp::ARMA_Filter< T1, T2, T3 >

Autoregressive Moving Average (ARMA) Filter Base Class.

This class implements a autoregressive moving average (ARMA) filter according to

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where a and b are the filter coefficients, x is the input and y is the output.

When filtering a vector, the length of the output vector equals the length of the input vector. Internal states are kept in a filter memory. The first time the filter is used the internal states have been set to zero.

The class is templated as follows:

• T1 is the type of the input samples
• T2 is the type of the filter coefficients
• T3 is the type of the output samples

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The documentation for this class was generated from the following file:

• filter.h