DOC: signal: add FIR filter examples

[rgommers]

Here are a few examples that could easily be used to improve the docstrings and/or tutorial of scipy.signal:

http://www.scipy.org/Cookbook/FIRFilter
http://www.scipy.org/Cookbook/FiltFilt
http://mpastell.com/2010/01/18/fir-with-scipy/ (IIRC @mpastell was OK with using that content, but I can't find an archived email that says that anymore. Matti can you confirm that this is OK?)

signal.filtfilt now has at least one nice example thanks to @WarrenWeckesser, and the tutorial is slowly improving mainly due to @endolith's PRs, but there's a ways to go....

[WarrenWeckesser]

@mpastell's examples are nice, but it is not true (perhaps better to say no longer true) that "SciPy does not have a function for directly designing a high-pass FIR filter". Check out the docstring for scipy.signal.firwin. Admittedly, the examples in that docstring could use a little work; e.g. f is used but it isn't defined.

Also check out firwin2 and remez. Here's a recent question on stackoverflow about designing a high-pass filter with remez: http://stackoverflow.com/questions/27754979/python-scipy-signal-remez-high-pass-filter-design-yields-strange-transfer-functi

[WarrenWeckesser]

<pedantic>By the way, one wouldn't normally use filtfilt with a FIR filter. A FIR filter is usually designed to have linear phase, and if the filter has linear phase, there is no advantage to applying the filter with filtfilt.</pendantic>

[rgommers]

</pendantic>

typo :)

[rgommers]

but yes, thanks for that remark.

[WarrenWeckesser]

typo :)

Stop being so pendantic.

[mpastell]

Yes, feel free to use the examples and modify them in anyway you want. I'm happy if they are useful to someone.
There is slightly more up to date version in Pweave examples: http://mpastell.com/pweave/examples/FIR_design.html (regarding FIR highpass), I should probably update the old blog post too.

[WarrenWeckesser]

What I should have said first: Yes, this is a great idea!

I put some remez examples here: https://gist.github.com/WarrenWeckesser/67bef61f496080aeb798

I have several other tasks to finish on my scipy to-do list before I'd work on this, so if anyone wants to expand the remez docstring with examples like those, feel free to use whatever you like.

[endolith]

Here's another example of filtfilt vs lfilter, though very similar to the one you linked to: http://dsp.stackexchange.com/a/19086/29

Could firwin be modified to take a btype argument so you don't need to do it by hand, similar to the IIR filter design functions? Or make another function for that purpose that wraps it?

[WarrenWeckesser]

FWIW, here's another example that I created for a stackoverflow answer:
http://stackoverflow.com/questions/16301569/bandpass-filter-in-python/16306891#16306891

[larsoner]

Maybe this tutorial I wrote for MNE could be adapted:

https://martinos.org/mne/stable/auto_tutorials/plot_background_filtering.html

At least some (non-signal-processing engineer) neuroscientists I've talked to have found it to be a useful intro. Of course for SciPy it could be expanded to deal with other design methods (e.g., remez).