Kalpesh Krishna - 1 year ago 42

Python Question

My goal is to vectorize the following operation in numpy,

`y[n] = c1*x[n] + c2*x[n-1] + c3*y[n-1]`

If

`n`

`x[-1]`

`y[-1]`

`c1 = 1.001`

`c2 = -1`

`c3 = 1`

I could figure out the procedure to add the first two operands, simply by adding

`c1*x`

`c2*np.concatenate([x[-1], x[0:-1])`

`y[n-1]`

Answer Source

One may use an IIR filter to do this. `scipy.signal.filter`

is the correct choice in this case.

For my specific constants, the following code snippet would do -

```
from scipy import signal
inital = signal.lfiltic([1.0001,-1], [1, -1], [y_0], [x_0])
output, _ = signal.lfilter([1.0001,-1], [1, -1], input, zi=inital)
```

Here, `signal.lfiltic`

is used to to specify the initial conditions.