IIR Filtering

iir.cpp

void NaiveIir(const vector<float> &b, const vector<float> &a, const vector<float> &in, vector<float> &out)
{
	//IIR filtering, unoptimised
	//Call like scipy's lfilter
	//http://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.lfilter.html

	out.resize(0);
	out.resize(in.size());

	for(int i=0; i < in.size(); i++)
	{
		float tmp = 0.;
		int j=0;
		out[i] = 0.f;
		for(j=0; j < b.size(); j++)
		{
			if(i - j < 0) continue;
			tmp += b[j] * in[i-j];
		}

		for(j=1; j < a.size(); j++)
		{
			if(i - j < 0) continue;
			tmp -= a[j]*out[i-j];
		}
		
		tmp /= a[0];
		out[i] = tmp;
	}
}