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Mechatronics Zone
FIR Filter Coefficients
9/6/2013

This diagram plots the first 32 results from a DFT performed on the coefficients for a 65-day moving average. I padded the data with zeros to run a 128-point DFT in Excel.
This diagram plots the first 32 results from a DFT performed on the coefficients for a 65-day moving average. I padded the data with zeros to run a 128-point DFT in Excel.

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William K.
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Platinum
Designing an FIR filter, or any other kind of filter.
William K.   9/9/2013 10:45:24 AM
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Since creating a filter design would be a very smal portion of my job activities, I would need to find some source of the design, either published or for sale. So presentations like this do wind up being a very useful resource on many occasions.

ttemple
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Platinum
DFT of coefficients
ttemple   9/6/2013 8:10:52 AM
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Jon,

I didn't know that performing an FFT on the filter coefficients would produce the same characteristic as the filter.  That is interesting.  I have always used software to produce the coefficients, and somewhat trusted the output.  I do usually verify the overall gain by summing the coefficients, however.

It seems that the FFT output produced by 65 coefficients of 0.015625 is skewed by the zero padding.  I would expect the FFT of a constant value to have all energy content to appear in the 0Hz bin, and absolutely nothing in the other frequency bins.  By padding it out to 128 points with zeroes, you have essentially created a square wave with approximately a 50% duty cycle, and the FFT result looks like it (the odd harmonic content).

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