How to implement low pass filter using java

I am trying to implement a low pass filter in Java. My requirement is very simple,I have to eliminate signals beyond a particular frequency (Single dimension). Looks like Butterworth filter would suit my need.

Now the important thing is that CPU time should be as low as possible. There would be close to a million sample the filter would have to process and our users don't like waiting too long. Are there any readymade implementation of Butterworth filters which has optimal algorithms for filtering.


Solution 1:

I have a page describing a very simple, very low-CPU low-pass filter that is also able to be framerate-independent. I use it for smoothing out user input and also for graphing frame rates often.

http://phrogz.net/js/framerate-independent-low-pass-filter.html

In short, in your update loop:

// If you have a fixed frame rate
smoothedValue += (newValue - smoothedValue) / smoothing

// If you have a varying frame rate
smoothedValue += timeSinceLastUpdate * (newValue - smoothedValue) / smoothing

A smoothing value of 1 causes no smoothing to occur, while higher values increasingly smooth out the result.

The page has a couple of functions written in JavaScript, but the formula is language agnostic.

Solution 2:

Here is a lowpass filter that uses a fourier transform in the apache math library.

    public double[] fourierLowPassFilter(double[] data, double lowPass, double frequency){
    //data: input data, must be spaced equally in time.
    //lowPass: The cutoff frequency at which 
    //frequency: The frequency of the input data.

    //The apache Fft (Fast Fourier Transform) accepts arrays that are powers of 2.
    int minPowerOf2 = 1;
    while(minPowerOf2 < data.length)
        minPowerOf2 = 2 * minPowerOf2;

    //pad with zeros
    double[] padded = new double[minPowerOf2];
    for(int i = 0; i < data.length; i++)
        padded[i] = data[i];


    FastFourierTransformer transformer = new FastFourierTransformer(DftNormalization.STANDARD);
    Complex[] fourierTransform = transformer.transform(padded, TransformType.FORWARD);

    //build the frequency domain array
    double[] frequencyDomain = new double[fourierTransform.length];
    for(int i = 0; i < frequencyDomain.length; i++)
        frequencyDomain[i] = frequency * i / (double)fourierTransform.length;

    //build the classifier array, 2s are kept and 0s do not pass the filter
    double[] keepPoints = new double[frequencyDomain.length];
    keepPoints[0] = 1; 
    for(int i = 1; i < frequencyDomain.length; i++){
        if(frequencyDomain[i] < lowPass)
            keepPoints[i] = 2;
        else
            keepPoints[i] = 0;
    }

    //filter the fft
    for(int i = 0; i < fourierTransform.length; i++)
        fourierTransform[i] = fourierTransform[i].multiply((double)keepPoints[i]);

    //invert back to time domain
    Complex[] reverseFourier = transformer.transform(fourierTransform, TransformType.INVERSE);

    //get the real part of the reverse 
    double[] result = new double[data.length];
    for(int i = 0; i< result.length; i++){
        result[i] = reverseFourier[i].getReal();
    }

    return result;
}

Solution 3:

I adopted this from http://www.dspguide.com/ I'm quite new to java, so it's not pretty, but it works

/*
* To change this license header, choose License Headers in Project Properties.
 * To change this template file, choose Tools | Templates
 * and open the template in the editor.
 */
package SoundCruncher;

import java.util.ArrayList;

/**
 *
 * @author 2sloth
 * filter routine from "The scientist and engineer's guide to DSP" Chapter 20
 * filterOrder can be any even number between 2 & 20


* cutoffFreq must be smaller than half the samplerate
 * filterType: 0=lowPass   1=highPass
 * ripplePercent is amount of ripple in Chebyshev filter (0-29) (0=butterworth)
 */
public class Filtering {
    double[] filterSignal(ArrayList<Float> signal, double sampleRate ,double cutoffFreq, double filterOrder, int filterType, double ripplePercent) {
        double[][] recursionCoefficients =   new double[22][2];
        // Generate double array for ease of coding
        double[] unfilteredSignal =   new double[signal.size()];
        for (int i=0; i<signal.size(); i++) {
            unfilteredSignal[i] =   signal.get(i);
        }

        double cutoffFraction   =   cutoffFreq/sampleRate;  // convert cut-off frequency to fraction of sample rate
        System.out.println("Filtering: cutoffFraction: " + cutoffFraction);
        //ButterworthFilter(0.4,6,ButterworthFilter.Type highPass);
        double[] coeffA =   new double[22]; //a coeffs
        double[] coeffB =   new double[22]; //b coeffs
        double[] tA =   new double[22];
        double[] tB =   new double[22];

        coeffA[2]   =   1;
        coeffB[2]   =   1;

        // calling subroutine
        for (int i=1; i<filterOrder/2; i++) {
            double[] filterParameters   =   MakeFilterParameters(cutoffFraction, filterType, ripplePercent, filterOrder, i);

            for (int j=0; j<coeffA.length; j++){
                tA[j]   =   coeffA[j];
                tB[j]   =   coeffB[j];
            }
            for (int j=2; j<coeffA.length; j++){
                coeffA[j]   =   filterParameters[0]*tA[j]+filterParameters[1]*tA[j-1]+filterParameters[2]*tA[j-2];
                coeffB[j]   =   tB[j]-filterParameters[3]*tB[j-1]-filterParameters[4]*tB[j-2];
            }
        }
        coeffB[2]   =   0;
        for (int i=0; i<20; i++){
            coeffA[i]   =   coeffA[i+2];
            coeffB[i]   =   -coeffB[i+2];
        }

        // adjusting coeffA and coeffB for high/low pass filter
        double sA   =   0;
        double sB   =   0;
        for (int i=0; i<20; i++){
            if (filterType==0) sA   =   sA+coeffA[i];
            if (filterType==0) sB   =   sB+coeffB[i];
            if (filterType==1) sA   =   sA+coeffA[i]*Math.pow(-1,i);
            if (filterType==1) sB   =   sB+coeffA[i]*Math.pow(-1,i);
        }

        // applying gain
        double gain =   sA/(1-sB);
        for (int i=0; i<20; i++){
            coeffA[i]   =   coeffA[i]/gain;
        }
        for (int i=0; i<22; i++){
            recursionCoefficients[i][0] =   coeffA[i];
            recursionCoefficients[i][1] =   coeffB[i];
        }
        double[] filteredSignal =   new double[signal.size()];
        double filterSampleA    =   0;
        double filterSampleB    =   0;

        // loop for applying recursive filter 
        for (int i= (int) Math.round(filterOrder); i<signal.size(); i++){
            for(int j=0; j<filterOrder+1; j++) {
                filterSampleA    =   filterSampleA+coeffA[j]*unfilteredSignal[i-j];
            }
            for(int j=1; j<filterOrder+1; j++) {
                filterSampleB    =   filterSampleB+coeffB[j]*filteredSignal[i-j];
            }
            filteredSignal[i]   =   filterSampleA+filterSampleB;
            filterSampleA   =   0;
            filterSampleB   =   0;
        }


        return filteredSignal;

    }
    /*  pi=3.14... 
        cutoffFreq=fraction of samplerate, default 0.4  FC
        filterType: 0=LowPass   1=HighPass              LH
        rippleP=ripple procent 0-29                     PR
        iterateOver=1 to poles/2                        P%
    */
    // subroutine called from "filterSignal" method
    double[] MakeFilterParameters(double cutoffFraction, int filterType, double rippleP, double numberOfPoles, int iteration) {
        double rp   =   -Math.cos(Math.PI/(numberOfPoles*2)+(iteration-1)*(Math.PI/numberOfPoles));
        double ip   =   Math.sin(Math.PI/(numberOfPoles*2)+(iteration-1)*Math.PI/numberOfPoles);
        System.out.println("MakeFilterParameters: ripplP:");
            System.out.println("cutoffFraction  filterType  rippleP  numberOfPoles  iteration");
            System.out.println(cutoffFraction + "   " + filterType + "   " + rippleP + "   " + numberOfPoles + "   " + iteration);
        if (rippleP != 0){
            double es   =   Math.sqrt(Math.pow(100/(100-rippleP),2)-1);
//            double vx1  =   1/numberOfPoles;
//            double vx2  =   1/Math.pow(es,2)+1;
//            double vx3  =   (1/es)+Math.sqrt(vx2);
//            System.out.println("VX's: ");
//            System.out.println(vx1 + "   " + vx2 + "   " + vx3);
//            double vx   =   vx1*Math.log(vx3);
            double vx   =   (1/numberOfPoles)*Math.log((1/es)+Math.sqrt((1/Math.pow(es,2))+1));
            double kx   =   (1/numberOfPoles)*Math.log((1/es)+Math.sqrt((1/Math.pow(es,2))-1));
            kx  =   (Math.exp(kx)+Math.exp(-kx))/2;
            rp  =   rp*((Math.exp(vx)-Math.exp(-vx))/2)/kx;
            ip  =   ip*((Math.exp(vx)+Math.exp(-vx))/2)/kx;
            System.out.println("MakeFilterParameters (rippleP!=0):");
            System.out.println("es  vx  kx  rp  ip");
            System.out.println(es + "   " + vx*100 + "   " + kx + "   " + rp + "   " + ip);
        }

        double t    =   2*Math.tan(0.5);
        double w    =   2*Math.PI*cutoffFraction;
        double m    =   Math.pow(rp, 2)+Math.pow(ip,2);
        double d    =   4-4*rp*t+m*Math.pow(t,2);
        double x0   =   Math.pow(t,2)/d;
        double x1   =   2*Math.pow(t,2)/d;
        double x2   =   Math.pow(t,2)/d;
        double y1   =   (8-2*m*Math.pow(t,2))/d;
        double y2   =   (-4-4*rp*t-m*Math.pow(t,2))/d;
        double k    =   0;
        if (filterType==1) {
            k =   -Math.cos(w/2+0.5)/Math.cos(w/2-0.5);
        }
        if (filterType==0) {
            k =   -Math.sin(0.5-w/2)/Math.sin(w/2+0.5);
        }
        d   =   1+y1*k-y2*Math.pow(k,2);
        double[] filterParameters   =   new double[5];
        filterParameters[0] =   (x0-x1*k+x2*Math.pow(k,2))/d;           //a0
        filterParameters[1] =   (-2*x0*k+x1+x1*Math.pow(k,2)-2*x2*k)/d; //a1
        filterParameters[2] =   (x0*Math.pow(k,2)-x1*k+x2)/d;           //a2
        filterParameters[3] =   (2*k+y1+y1*Math.pow(k,2)-2*y2*k)/d;     //b1
        filterParameters[4] =   (-(Math.pow(k,2))-y1*k+y2)/d;           //b2
        if (filterType==1) {
            filterParameters[1] =   -filterParameters[1];
            filterParameters[3] =   -filterParameters[3];
        }
//        for (double number: filterParameters){
//            System.out.println("MakeFilterParameters: " + number);
//        }


        return filterParameters;
    }


}

Solution 4:

Filter design is an art of tradeoffs, and to do it well you need to take some details into account.

What is the maximum frequency which must be passed "without much" attentuation, and what is the maximum value of "without much" ?

What is the minimum frequency which must be attenuated "a lot" and what is the minimum value of "a lot" ?

How much ripple (ie variation in attenuation) is acceptable within the frequencies the filter is supposed to pass?

You have a wide range of choices, which will cost you a variety of amounts of computation. A program like matlab or scilab can help you compare the tradeoffs. You'll want to become familiar with concepts like expressing frequencies as a decimal fraction of a sample rate, and interchanging between linear and log (dB) measurements of attenuation.

For example, a "perfect" low pass filter is rectangular in the frequency domain. Expressed in the time domain as an impulse response, that would be a sinc function (sin x/x) with the tails reaching to both positive and negative infinity. Obviously you can't calculate that, so the question becomes if you approximate the sinc function to a finite duration which you can calculate, how much does that degrade your filter?

Alternately, if you want a finite impulse response filter that is very cheap to calculate, you can use a "box car" or rectangular filter where all the coefficients are 1. (This can be made even cheaper if you implement it as a CIC filter exploiting binary overflow to do 'circular' accumulators, since you'll be taking the derivative later anyway). But a filter that is rectangular in time looks like a sinc function in frequency - it has a sin x/x rolloff in the passband (often raised to some power since you would typically have a multi stage version), and some "bounce back" in the stop band. Still in some cases it's useful, either by itself or when followed up by another type of filter.