Signal Processing Toolbox

Filters and Transfer Functions

In general, the z-transform Y(z) of a digital filter's output y(n) is related to the z-transform X(z) of the input by

where H(z) is the filter's transfer function. Here, the constants b(i) and a(i) are the filter coefficients and the order of the filter is the maximum of n and m.

Note    The filter coefficients start with subscript 1, rather than 0. This reflects the standard indexing scheme used for vectors in MATLAB.

MATLAB stores the coefficients in two vectors, one for the numerator and one for the denominator. By convention, MATLAB uses row vectors for filter coefficients.

Filter Coefficients and Filter Names

Many standard names for filters reflect the number of a and b coefficients present:

• When n = 0 (that is, b is a scalar), the filter is an Infinite Impulse Response (IIR), all-pole, recursive, or autoregressive (AR) filter.
• When m = 0 (that is, a is a scalar), the filter is a Finite Impulse Response (FIR), all-zero, nonrecursive, or moving-average (MA) filter.
• If both n and m are greater than zero, the filter is an IIR, pole-zero, recursive, or autoregressive moving-average (ARMA) filter.

The acronyms AR, MA, and ARMA are usually applied to filters associated with filtered stochastic processes.

Filter Implementation and Analysis

Filtering with the filter Function

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