scipy.signal.lfiltic

scipy.signal.lfiltic(b, a, y, x=None)

Construct initial conditions for lfilter given input and output vectors.

Given a linear filter (b, a) and initial conditions on the output y and the input x, return the initial conditions on the state vector zi which is used by lfilter to generate the output given the input.

Parameters:

b : array_like

Linear filter term.

a : array_like

Linear filter term.

y : array_like

Initial conditions.

If N = len(a) - 1, then y = {y[-1], y[-2], ..., y[-N]}.

If y is too short, it is padded with zeros.

x : array_like, optional

Initial conditions.

If M = len(b) - 1, then x = {x[-1], x[-2], ..., x[-M]}.

If x is not given, its initial conditions are assumed zero.

If x is too short, it is padded with zeros.

Returns:

zi : ndarray

The state vector zi = {z_0[-1], z_1[-1], ..., z_K-1[-1]}, where K = max(M, N).

See also

lfilter, lfilter_zi