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Low-pass filter

 

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Low-pass filter



 
 
A low-pass filter is a filter
Electronic filter

Electronic filters are electronic circuits which perform signal processing functions, specifically to remove unwanted frequency components from the signal and/or to enhance wanted ones....
 that passes low-frequency
Frequency

Frequency is the number of occurrences of a repeating event per unit time. It is also referred to as temporal frequency.The period is the duration of one cycle in a repeating event, so the period is the reciprocal of the frequency....
  signals
Signal (electrical engineering)

In the fields of telecommunications, signal processing, and in electrical engineering more generally, a signal is any time-varying or spatial-varying quantity....
  but attenuates (reduces the amplitude
Amplitude

Amplitude is the magnitude of change in the oscillating variable, with each oscillation, within an oscillating system. For instance, sound waves are oscillations in atmospheric pressure and their amplitudes are proportional to the change in pressure during one oscillation....
 of) signals with frequencies higher than the cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
. The actual amount of attenuation for each frequency varies from filter to filter. It is sometimes called a high-cut filter, or treble cut filter when used in audio applications.

The concept of a low-pass filter exists in many different forms, including electronic circuits (like a hiss filter used in audio), digital algorithm
Algorithm

In mathematics, computing, linguistics and related subjects, an algorithm is a sequence of finite instructions, often used for calculation and data processing....
s for smoothing sets of data, acoustic barriers, blurring of images, and so on.






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A low-pass filter is a filter
Electronic filter

Electronic filters are electronic circuits which perform signal processing functions, specifically to remove unwanted frequency components from the signal and/or to enhance wanted ones....
 that passes low-frequency
Frequency

Frequency is the number of occurrences of a repeating event per unit time. It is also referred to as temporal frequency.The period is the duration of one cycle in a repeating event, so the period is the reciprocal of the frequency....
  signals
Signal (electrical engineering)

In the fields of telecommunications, signal processing, and in electrical engineering more generally, a signal is any time-varying or spatial-varying quantity....
  but attenuates (reduces the amplitude
Amplitude

Amplitude is the magnitude of change in the oscillating variable, with each oscillation, within an oscillating system. For instance, sound waves are oscillations in atmospheric pressure and their amplitudes are proportional to the change in pressure during one oscillation....
 of) signals with frequencies higher than the cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
. The actual amount of attenuation for each frequency varies from filter to filter. It is sometimes called a high-cut filter, or treble cut filter when used in audio applications.

The concept of a low-pass filter exists in many different forms, including electronic circuits (like a hiss filter used in audio), digital algorithm
Algorithm

In mathematics, computing, linguistics and related subjects, an algorithm is a sequence of finite instructions, often used for calculation and data processing....
s for smoothing sets of data, acoustic barriers, blurring of images, and so on. Low-pass filters play the same role in signal processing
Signal processing

Signal processing is the analysis, interpretation, and manipulation of signal . Signals of interest include: audio signal processing, , time-varying measurement values and sensor data, for example biological data such as electrocardiograms, control system signals, telecommunication transmission signals such as radio signals, and many others....
 that moving averages do in some other fields, such as finance; both tools provide a smoother form of a signal which removes the short-term oscillations, leaving only the long-term trend.

Examples of low-pass filters


Figure 1 shows a low-pass RC filter for voltage signals, discussed in more detail below
Low-pass filter

A low-pass filter is a electronic filter that passes low-frequency signal but attenuates signals with frequencies higher than the cutoff frequency....
. Signal Vout contains frequencies from the input signal, with high frequencies attenuated, but with little attentuation below the cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
 of the filter determined by its RC time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
. For current signals, a similar circuit using a resistor and capacitor in parallel works the same way. See current divider.

Acoustic


A stiff physical barrier tends to reflect higher sound frequencies, and so acts as a low-pass filter for transmitting sound. When music is playing in another room, the low notes are easily heard, while the high notes are attenuated.

Electronic


Electronic low-pass filters are used to drive subwoofer
Subwoofer

A subwoofer is a woofer, or a complete loudspeaker dedicated to the reproduction of bass audio frequency, from perhaps 150 hertz down as far as 20 Hz, or in rare cases lower....
s and other types of loudspeaker
Loudspeaker

A loudspeaker, speaker, or speaker system is an electroacoustical transducer that converts an electricity signal processing to sound....
s, to block high pitches that they can't efficiently broadcast.

Radio transmitters use low-pass filters to block harmonic
Harmonic

In acoustics and telecommunication, a harmonic of a wave is a component frequency of the Signalling that is an integer multiple of the fundamental frequency....
 emissions which might cause interference with other communications.

An integrator
Integrator

An integrator is a device to perform the mathematical operation known as integral, a fundamental operation in calculus.The integration function is often part of engineering, physics, machine, chemical and science calculations....
 is another example of a low-pass filter.

DSL splitters use low-pass and high-pass
High-pass filter

A high-pass filter is a electronic filter that passes high frequency well, but attenuation frequencies lower than the cutoff frequency. The actual amount of attenuation for each frequency varies from filter to filter....
 filters to separate DSL
Digital Subscriber Line

DSL or xDSL, is a family of technologies that provides digital data transmission over the wires of a local access network. DSL originally stood for digital subscriber loop, although in recent years, the term digital subscriber line has been widely adopted as a more marketing-friendly term for ADSL, which is the most popular...
 and POTS
Plain old telephone service

Plain old telephone service is the voice-grade telephone service that remains the basic form of residential and small business service connection to the telephone network in most parts of the world....
 signals sharing the same pair
Twisted pair

Twisted pair cabling is a form of wiring in which two conductors are twisted together for the purposes of canceling out electromagnetic interference from external sources; for instance, electromagnetic radiation from unshielded twisted pair cables, and crosstalk between neighboring pairs....
 of wires.

Low-pass filters also play a significant role in the sculpting of sound for electronic music
Electronic music

Electronic music is music that employs electronic musical instruments and electronic music technology in its production. In general a distinction can be made between sound produced using electromechanical means and that produced using electronic technology....
 as created by analogue synthesisers. See subtractive synthesis
Subtractive synthesis

Subtractive synthesis is a method of subtracting harmonic content from a sound via sound synthesis, characterised by the application of an audio filter to an audio signal....
.


Ideal and real filters

An ideal low-pass filter
Sinc filter

Category:Digital signal processingIn signal processing, a sinc filter is an idealized electronic filter that removes all frequency components above a given bandwidth, leaves the low frequencies alone, and has linear phase....
 completely eliminates all frequencies above the cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
 while passing those below unchanged. The transition region present in practical filters does not exist in an ideal filter. An ideal low-pass filter can be realized mathematically (theoretically) by multiplying a signal by the rectangular function
Rectangular function

The rectangular function is defined as:'Alternate definitions of the function define to be 0, 1, or undefined. We can also express the rectangular function in terms of the Heaviside step function, :'...
 in the frequency domain or, equivalently, convolution
Convolution

In mathematics and, in particular, functional analysis, convolution is a mathematical operator on two function s f and g, producing a third function that is typically viewed as a modified version of one of the original functions....
 with a sinc function
Sinc function

In mathematics, the sinc function, denoted by and sometimes as , has two definitions. In digital signal processing and information theory, the normalized sinc function is commonly defined by...
 in the time domain.

However, the ideal filter is impossible to realize without also having signals of infinite extent, and so generally needs to be approximated for real ongoing signals, because the sinc function's support region extends to all past and future times. The filter would therefore need to have infinite delay, or knowledge of the infinite future and past, in order to perform the convolution. It is effectively realizable for pre-recorded digital signals by assuming extensions of zero into the past and future, but even that is not typically practical.

Real filters for real-time
Real Time

Real Time is a webcast based on the long-running United Kingdom science fiction television series Doctor Who which was then subsequently released on CD....
 applications approximate the ideal filter by truncating and windowing
Window function

In signal processing, a window function is a function that is zero-valued outside of some chosen interval . For instance, a function that is constant inside the interval and zero elsewhere is called a rectangular window, which describes the shape of its graphical representation....
 the infinite impulse response to make a finite impulse response
Finite impulse response

A finite impulse response filter is a type of a digital filter. The impulse response, the filter's response to a Kronecker delta input, is 'finite' because it settles to zero in a finite number of sampling intervals....
; applying that filter requires delaying the signal for a moderate period of time, allowing the computation to "see" a little bit into the future. This delay is manifested as phase shift
Phase (waves)

The phase of an oscillation or wave is the fraction of a complete cycle corresponding to an offset in the displacement from a specified reference point at time t = 0....
. Greater accuracy in approximation requires a longer delay.

The Whittaker–Shannon interpolation formula
Whittaker–Shannon interpolation formula

The Whittaker?Shannon interpolation formula is a method to reconstruct a continuous-time bandlimited signal from a set of equally spaced samples....
 describes how to use a perfect low-pass filter to reconstruct a continuous signal
Continuous signal

A continuous signal or a continuous-time signal is a varying quantity that is expressed as a function of a real-valued domain, usually time....
 from a sampled digital signal
Digital signal

The term digital signal is used to refer to more than one concept. It can refer to discrete-time signals that have a discrete number of levels, for example a Sampling_ and quantification analog signal, or to the continuous-time waveform signals in a digital system, representing a bit-stream....
. Real digital-to-analog converter
Digital-to-analog converter

In electronics, a digital-to-analog converter is a device for converting a digital code to an analog signal .An analog-to-digital converter performs the reverse operation....
s use real filter approximations.

Continuous-time low-pass filters


There are a great many different types of filter circuits, with different responses to changing frequency. The frequency response of a filter is generally represented using a Bode plot
Bode plot

A Bode magnitude plot is a plot of logarithm magnitude versus frequency, plotted with a log-frequency axis, to show the transfer function or frequency response of a LTI system theory system....
, and the filter is characterized by its cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
 and rate of frequency rolloff. In all cases, at the cutoff frequency, the filter attenuates the input power by half or -3 dB
Decibel

The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
. So the order of the filter determines the amount of additional attenuation for frequencies higher than the cutoff frequency.

  • A first-order filter, for example, will reduce the signal amplitude by half (so power reduces by –6 dB
    Decibel

    The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
    ) every time the frequency doubles (goes up one octave
    Octave

    In music, an octave The octave is occasionally referred to as a diapason.The octave above an indicated note is sometimes abbreviated 8va, and the octave below 8vb....
    ); more precisely, the power rolloff approaches 20 dB per decade in the limit of high frequency. The magnitude Bode plot for a first-order filter looks like a horizontal line below the cutoff frequency
    Cutoff frequency

    In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
    , and a diagonal line above the cutoff frequency. There is also a "knee curve" at the boundary between the two, which smoothly transitions between the two straight line regions. If the transfer function
    Transfer function

    A transfer function is a mathematical representation, in terms of spatial or temporal frequency, of the relation between the input and output of a system analysis....
     of a first-order low-pass filter has a zero
    Zero (complex analysis)

    In complex analysis, a zero of a holomorphic function f is a complex number a such that f = 0....
     as well as a pole
    Pole (complex analysis)

    In complex analysis, a mathematical discipline, a pole of a meromorphic function is a certain type of mathematical singularity that behaves like the singularity of at ....
    , the Bode plot will flatten out again, at some maximum attenuation of high frequencies; such an effect is caused for example by a little bit of the input leaking around the one-pole filter; this one-pole–one-zero filter is still a first-order low-pass. See Pole–zero plot and RC circuit
    RC circuit

    A 'resistor?capacitor circuit' , or 'RC filter' or 'RC network', is an electric circuit composed of resistors and capacitors driven by a voltage source or current source....
    .


  • A second-order filter attenuates higher frequencies more steeply. The Bode plot for this type of filter resembles that of a first-order filter, except that it falls off more quickly. For example, a second-order Butterworth filter
    Butterworth filter

    The Butterworth filter is one type of electronic filter design. It is designed to have a frequency response which is as flat as mathematically possible in the passband....
     will reduce the signal amplitude to one fourth its original level every time the frequency doubles (so power decreases by –12 dB
    Decibel

    The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
     per octave, or –40 dB per decade). Other all-pole second-order filters may roll off at different rates initially depending on their Q factor
    Q factor

    In physics and engineering the quality factor or Q factor is a dimensionless parameter that compares the time constant for decay of an oscillating physical system's amplitude to its oscillation Frequency....
    , but approach the same final rate of –12 dB per octave; as with the first-order filters, zeroes in the transfer function can change the high-frequency asymptote. See RLC circuit
    RLC circuit

    An RLC circuit is an electrical circuit consisting of a resistor , an inductor , and a capacitor , connected in series or in parallel. This configuration forms a harmonic oscillator....
    .


  • Third- and higher-order filters are defined similarly. In general, the final rate of power rolloff for an order- all-pole filter is dB
    Decibel

    The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
     per octave (i.e., dB
    Decibel

    The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
     per decade).


On any Butterworth filter, if one extends the horizontal line to the right and the diagonal line to the upper-left (the asymptote
Asymptote

An asymptote of a real-valued function is a curve which describes the behavior of as either or tends to infinity.In other words, as one moves along the graph of in some direction, the distance between it and the asymptote eventually becomes smaller than any distance that one may specify, and as the x or y values approach infinity, the...
s of the function), they will intersect at exactly the "cutoff frequency". The frequency response at the cutoff frequency in a first-order filter is –3 dB
Decibel

The decibel is a logarithmic units of measurement that expresses the magnitude of a physical quantity relative to a specified or implied reference level....
 below the horizontal line. The various types of filters — Butterworth filter
Butterworth filter

The Butterworth filter is one type of electronic filter design. It is designed to have a frequency response which is as flat as mathematically possible in the passband....
, Chebyshev filter
Chebyshev filter

Chebyshev filters are analog or digital electronic filter having a steeper roll-off and more passband ripple or stopband ripple than Butterworth filters....
, Bessel filter
Bessel filter

In electronics and signal processing, a Bessel filter is a variety of linear filter with a maximally flat group delay . Bessel filters are often used in audio crossover systems....
, etc. — all have different-looking "knee curves". Many second-order filters are designed to have "peaking" or resonance
Electrical resonance

Electrical resonance occurs in an electrical network at a particular Resonance when the Electrical impedance between the input and output of the circuit is at a minimum ....
, causing their frequency response at the cutoff frequency to be above the horizontal line. See electronic filter
Electronic filter

Electronic filters are electronic circuits which perform signal processing functions, specifically to remove unwanted frequency components from the signal and/or to enhance wanted ones....
 for other types.


The meanings of 'low' and 'high' — that is, the cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
 — depend on the characteristics of the filter. The term "low-pass filter" merely refers to the shape of the filter's response; a high-pass filter could be built that cuts off at a lower frequency than any low-pass filter – it is their responses that set them apart. Electronic circuits can be devised for any desired frequency range, right up through microwave frequencies (above 1000 MHz) and higher.

Laplace notation

Continuous-time filters can also be described in terms of the Laplace transform
Laplace transform

In mathematics, the Laplace transform is one of the best known and most widely used integral transforms. It is commonly used to produce an easily solvable algebraic equation from an ordinary differential equation....
 of their impulse response
Impulse response

The impulse response of a system is its output when presented with a very brief input signal, an impulse. Mathematically, an impulse can be modeled as a Dirac delta function for continuous-time systems, or as the Kronecker delta for discrete-time systems....
 in a way that allows all of the characteristics of the filter to be easily analyzed by considering the pattern of poles and zeros of the Laplace transform in the complex plane (in discrete time, one can similarly consider the Z-transform
Z-transform

In mathematics and signal processing, the Z-transform converts a discrete_mathematics time-domain signal, which is a sequence of real number or complex numbers, into a complex frequency-domain representation....
 of the impulse response).

For example, a first-order low-pass filter can be described in Laplace notation as

where s is the Laplace transform variable, t is the filter time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
, and K is the filter passband
Passband

In brief, the passband is the range of frequencies or wavelengths that can pass through a electronic filter without being attenuated....
 gain
Gain

In electronics, gain is a measure of the ability of a electrical network to increase the Power or amplitude of a Signal . It is usually defined as the mean ratio of the Signalling of a system to the Signalling of the same system....
.

Electronic low-pass filters


Passive electronic realization


One simple electrical circuit that will serve as a low-pass filter consists of a resistor
Resistor

|- align = "center"||width = "25"|| |- align = "center"||| Potentiometer|- align = "center"| || |- align = "top"| Resistor|| Variable resistor...
 in series with a load
External electric load

If an electrical network has a well-defined output terminal, the circuit connected to this terminal is the load. Load affects the performance of circuits that output volts or Current s, such as sensors, voltage sources, and amplifiers....
, and a capacitor
Capacitor

A capacitor or condenser is a Passive component electronic component consisting of a pair of electrical conductor separated by a dielectric....
 in parallel with the load. The capacitor exhibits reactance, and blocks low-frequency signals, causing them to go through the load instead. At higher frequencies the reactance drops, and the capacitor effectively functions as a short circuit. The combination of resistance and capacitance gives you the time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
 of the filter (represented by the Greek letter tau
Tau

Tau is the 19th letter of the Greek alphabet. In the system of Greek numerals it has a value of 300. This letter in English is pronounced , but in Modern Greek, this letter's name is pronounced ....
). The break frequency, also called the turnover frequency or cutoff frequency
Cutoff frequency

In physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced rather than passing through....
 (in hertz), is determined by the time constant:

or equivalently (in radians per second):

One way to understand this circuit is to focus on the time the capacitor takes to charge. It takes time to charge or discharge the capacitor through that resistor:
  • At low frequencies, there is plenty of time for the capacitor to charge up to practically the same voltage as the input voltage.
  • At high frequencies, the capacitor only has time to charge up a small amount before the input switches direction. The output goes up and down only a small fraction of the amount the input goes up and down. At double the frequency, there's only time for it to charge up half the amount.


Another way to understand this circuit is with the idea of reactance at a particular frequency:
  • Since DC
    Direct current

    Direct current is the unidirectional flow of electric charge. Direct current is produced by such sources as battery , thermocouples, solar cells, and commutator-type electric machines of the dynamo type....
     cannot flow through the capacitor, DC input must "flow out" the path marked (analogous to removing the capacitor).
  • Since AC
    Alternating current

    In alternating current the movement of electric charge periodically reverses direction. An electric charge would for instance move forward, then backward, then forward, then backward, over and over again....
     flows very well through the capacitor — almost as well as it flows through solid wire — AC input "flows out" through the capacitor, effectively short circuit
    Short circuit

    A short circuit in an electrical circuit that allows a Electric current along a different path from the one intended.The electrical opposite of a short circuit is an "open circuit", which is an infinite resistance between two nodes....
    ing to ground (analogous to replacing the capacitor with just a wire).


It should be noted that the capacitor is not an "on/off" object (like the block or pass fluidic explanation above). The capacitor will variably act between these two extremes. It is the Bode plot
Bode plot

A Bode magnitude plot is a plot of logarithm magnitude versus frequency, plotted with a log-frequency axis, to show the transfer function or frequency response of a LTI system theory system....
 and frequency response
Frequency response

Frequency response is the measure of any system's Frequency spectrum response at the output to a signal of varying frequency at its input. In the audible range it is usually referred to in connection with electronic amplifiers, microphones and loudspeakers....
 that show this variability.

Active electronic realization


Another type of electrical circuit is an active low-pass filter.

In the operational amplifier
Operational amplifier

An operational amplifier, which is often called an op-amp, is a direct current-Direct coupling high-gain electronic voltage electronic amplifier with differential inputs and, usually, a single output....
 circuit shown in the figure, the cutoff frequency (in hertz
Hertz

The hertz is a measure of frequency per unit of time, or the number of list of cycles per second. It is the SI base unit of frequency in the International System of Units , and is used worldwide in both general-purpose and scientific contexts....
) is defined as:

or equivalently (in radians per second):

The gain in the passband is , and the stopband drops off at -6 dB per octave as it is a first-order filter.

Sometimes, a simple gain amplifier (as opposed to the very-high-gain operation amplifier) is turned into a low-pass filter by simply adding a feedback capacitor C. This feedback decreases the frequency response at high frequencies via the Miller effect
Miller effect

In electronics, the Miller effect accounts for an increase in the equivalent input capacitance of an inverting voltage amplifier due to amplification of capacitance between the input and output terminals....
, and helps to avoid oscillation in the amplifier. For example, an audio amplifier can be made into a low-pass filter with cutoff frequency 100 kHz to reduce gain at frequencies which would otherwise oscillate. Since the audio band (what we can hear) only goes up to 20 kHz or so, the frequencies of interest fall entirely in the passband
Passband

In brief, the passband is the range of frequencies or wavelengths that can pass through a electronic filter without being attenuated....
, and the amplifier behaves the same way as far as audio is concerned.

Discrete-time realization


The effect of a low-pass filter can be simulated on a computer by analyzing its behavior in the time domain, and then discretizing
Discrete signal

A discrete signal or discrete-time signal is a time series, perhaps a signal that has been sampling from a continuous signal.Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous-time argument, but is a sequence of quantities; that is, a function over a Domain of discrete integers....
 the model.

From the circuit diagram to the right, according to Kirchoff's Laws
Kirchhoff's circuit laws

Kirchhoff's circuit laws are two Equality that deal with the Charge conservation and energy in electrical circuits, and were first described in 1845 by Gustav Kirchhoff....
 and the definition of capacitance
Capacitance

In electromagnetism and electronics, capacitance is the ability of a body to hold an electrical charge.Capacitance is also a measure of the amount of electric charge stored for a given electric potential....
:

where is the charge stored in the capacitor at time . Substituting Equation (Q) into Equation (I) gives , which can be substituted into Equation (V) so that:

This equation can be discretized. For simplicity, assume that samples of the input and output are taken at evenly-spaced points in time separated by time. Let the samples of be represented by the sequence , and let be represented by the sequence which correspond to the same points in time. Making these substitutions:

And rearranging terms gives the recurrence relation
Recurrence relation

In mathematics, a recurrence relation is an equation that defines a sequence recursion: each term of the sequence is defined as a Function of the preceding terms....


That is, this discrete-time implementation of a simple RC low-pass filter is the exponentially-weighted moving average
Exponential smoothing

In statistics, Exponential Smoothing is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts....


By definition, the smoothing factor . The expression for yields the equivalent time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
  in terms of the sampling period and smoothing factor :

If , then the time constant equal to the sampling period. If , then is significantly larger than the sampling interval, and .

Algorithmic implementation


The filter recurrence relation provides a way to determine the output samples in terms of the input samples and the preceding output. The following pseudocode
Pseudocode

Pseudocode is a compact and informal high-level description of a computer programming algorithm that uses the structural conventions of some programming language, but is intended for human reading rather than machine reading....
 algorithm will simulate the effect of a low-pass filter on a series of digital samples:

// Return RC low-pass filter output samples, given input samples, // time interval dt, and time constant RC function lowpass(real[0..n] x, real dt, real RC) var real[0..n] y var real α := dt / (RC + dt) y[0] := x[0] for i from 1 to n y[i] := α * x[i] + (1-α) * y[i-1] return y

The loop which calculates each of the outputs can be refactored into the equivalent:

for i from 1 to n y[i] := y[i-1] + α * (x[i] - y[i-1])

That is, the change from one filter output to the next is proportional
Proportionality (mathematics)

In mathematics, two quantity are called proportional if they vary in such a way that one of the quantities is a constant multiple of the other, or equivalently if they have a constant ratio....
 to the difference between the previous output and the next input. This exponential smoothing
Exponential smoothing

In statistics, Exponential Smoothing is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts....
 property matches the exponential
Exponential function

The exponential function is a function in mathematics. The application of this function to a value x is written as exp. Equivalently, this can be written in the form ex, where e is the mathematical constant that is the base of the natural logarithm and that is also known as Euler's number....
 decay seen in the continuous-time system. As expected, as the time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
  increases, the discrete-time smoothing parameter decreases, and the output samples respond more slowly to a change in the input samples  – the system will have more inertia
Inertia

File:192447main 017 law of inertia.oggInertia is the resistance of an object to a change in its state of motion. The principle of inertia is one of the fundamental principles of classical physics which are used to describe the Motion of matter and how it is affected by applied forces....
.

See also

  • Baseband
    Baseband

    In signal processing, baseband is an adjective that describes signals and systems whose range of frequencies is measured from zero to a maximum bandwidth or highest signal frequency; it is sometimes used as a noun for a band of frequencies starting at zero....
  • Digital filter
    Digital filter

    In electronics, computer science and mathematics, a digital filter is a system that performs mathematical operations on a Sampling , discrete-time Signal to reduce or enhance certain aspects of that signal....
    : Another realization of a low-pass filter
  • High-pass filter
    High-pass filter

    A high-pass filter is a electronic filter that passes high frequency well, but attenuation frequencies lower than the cutoff frequency. The actual amount of attenuation for each frequency varies from filter to filter....
  • Band-stop filter
    Band-stop filter

    In signal processing, a band-stop filter or band-rejection filter is a electronic filter that passes most frequency unaltered, but attenuates those in a specific range to very low levels....
  • Band-pass filter
    Band-pass filter

    A band-pass filter is a device that passes frequency within a certain range and rejects frequencies outside that range. An example of an analog circuitue electronic band-pass electronic filter is an RLC circuit ....


External links

  • — Short primer on the mathematical analysis of (electrical) LTI systems.
  • — Gives an intuitive explanation of the source of phase shift in a low-pass filter. Also verifies simple passive LPF transfer function
    Transfer function

    A transfer function is a mathematical representation, in terms of spatial or temporal frequency, of the relation between the input and output of a system analysis....
     by means of trigonometric identity.