Filtering and analytic signals

bandpass/highpass/lowpass apply zero-phase Butterworth filters (default order 4) when DSP is loaded. Without DSP, these are identity functions and warn. Per-column operation on multivariate series.

using TimeseriesTools, DSP, Unitful
xb = bandpass(x, [4u"Hz", 6u"Hz"])
xl = lowpass(x, 50u"Hz")

Analytic signal

The Hilbert transform yields the analytic signal; from it, analyticphase/analyticamplitude/instantaneousfreq follow trivially. analyticphase returns the unwrapped phase; instantaneousfreq (alias instantfreq) returns its time derivative in Hz.

ϕ = analyticphase(xb)
A = analyticamplitude(xb)
f = instantaneousfreq(xb)

phasestitch concatenates multiple time series at phase-matched points, suppressing edge transients. generalizedphase (loaded with GeneralizedPhase) is a multi-channel phase estimator robust to broadband signals.

Reference

Missing docstring.

Missing docstring for bandpass. Check Documenter's build log for details.

Missing docstring.

Missing docstring for highpass. Check Documenter's build log for details.

Missing docstring.

Missing docstring for lowpass. Check Documenter's build log for details.

Missing docstring.

Missing docstring for hilbert. Check Documenter's build log for details.

Missing docstring.

Missing docstring for analyticphase. Check Documenter's build log for details.

Missing docstring.

Missing docstring for analyticamplitude. Check Documenter's build log for details.

Missing docstring.

Missing docstring for instantaneousfreq. Check Documenter's build log for details.

Missing docstring.

Missing docstring for instantfreq. Check Documenter's build log for details.

Missing docstring.

Missing docstring for phasestitch. Check Documenter's build log for details.

Missing docstring.

Missing docstring for isoamplitude. Check Documenter's build log for details.