How to filter data


How to filter data

In the previous sections we've been dealing with continuous (in s domain) systems. Now we want to apply these systems to data so we will need first to discretize to obtain a digital filter to then apply it to the data. Another typical application is not to derive the filter from a model but design it from the properties we want it to have (cut-off frequency, order, lowpass...). Both topics will be covered here with two examples:
  • Obtain a digital filter from a model: we continue with the previous closed loop example to translate the obtained models into filters.
  • Define filter properties: in this section we design a bandpass filter that will allow us to estimate the noise spectrum of interferometer data in the desired bandwidth.


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