[SciPy-Dev] API suggestions wanted for an enhancement to scipy.signal.filtfilt

[Warren Weckesser]

Hey all,

I'm adding an option to `scipy.signal.filtfilt` that uses Gustaffson's
method [1] to handle the edges of the data.  In this method, initial
conditions for the forward and backward passes of `lfilter` are chosen such
that applying the filter first in the forward direction and then backward
gives the same result as applying the filter backward and then forward.
There is no padding applied to the edges.

Gustaffson's method has one optional parameter.  It is the estimate of the
length of the impulse response of the filter (i.e. anything after this
length is supposed to be negligible and is ignored).  If it is not given,
no truncation of the impulse response is done.

The current signature of `filtfilt` is

    def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None)

(See
http://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.filtfilt.html
)

The arguments `padtype` and `padlen` control the type ('odd', 'even',
'constant' or None) and length of the padding.

Any suggestions for modifying the signature in a backwards-compatible way?
Here are a few options I've considered:

(1)  Specify the use of Gustaffson's method with `padtype='gust'`, and
specify the estimate of the impulse response length using `padlen`.  (I
don't like this version--there is no padding performed by Gustaffson's
method; using `padlen` for the impulse response length is just wrong.)


(2)  Specify the use of Gustaffson's method with `padtype='gust'`, and
specify the estimate of the impulse response with a new argument `irlen`.
(A bit better than (1); I could live with using `padtype` to specify the
method, even though it isn't actually padding the data.)  New signature:

    def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, irlen=None)


(3) A new argument `method` specifies the method.  It accepts either
`'gust'` or `'pad'`.  If the method is `'gust'`, the argument `irlen`
specifies the impulse response length (and `padtype` and `padlen` are
ignored).  If the method is `'pad'`, `padtype` specifies the type of
padding, `padlen` specifies the padding length (and `irlen` is ignored).
The new signature would be:

    def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None,
method='pad', irlen=None)


(4) Don't touch `filtfilt`.  Create a new function with the signature:

    def filtfilt_gust(b, a, x, axis=-1, irlen=None)


Any suggestions?  Any other APIs that would be preferable?

Warren


    [1] F. Gustaffson. Determining the initial states in forward-backward
    filtering. Transactions on Signal Processing, 46(4):988-992, 1996.
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