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LowPass

Filter

Low pass filter for discrete time series. This transformation calculates the following difference equation.

 y(t) = b0*x(t) + b1*x(t-1) + ... + bM*x(t-M) + a1*y(t-1) + ... + aN*y(t-N) 

Here x is the input, y is the output, t denotes time, b0 to bM are the feedforward coefficients and a1 to aN are the feedback coefficients. When this transformation runs, then it first retrieves the required previous output values from previous runs, if available.