fft_filter designed to filter gridded data in an a

function [reconstructed] = fft_filter(data,dimension,bandlimits)

%The filter is designed to filter gridded data in an array of up to 5 dimensions (DATA)

%with the filtering done only in the dimension specified by DIMENSION.

%The signal in data is first decomposed in the frequency domain (amplitude vs frequency).

%Then the amplitudes associated with frequencies outside of the BANDLIMITS are set to zero.

%Then an inverse Fourier transform is performed resulting in the reconstructed signal.

 

% DATA : array to filter of up to 5 dimensions, the dimension to filter must be evenly spaced and be a multiple of 2.

% if the dimension is spaced unevenly, interpolation to regular interval is advised.

% DIMENSION : 1 integer indication the dimension to filter

% BANDLIMITS : 2 numbers indicating the boundary of the selected frequency band. The bandlimit is actually

% expressed as the period. Bandlimits have the same unit as the spacing between measurements

% ex: if filtering with measurements every day, bandlimit of [5 10] means only oscillation with periods

% of 5 to 10 days are kept in the signal. To construct a low-pass or high-pass, on can use [5 Inf] or [0 5]

% RECONSTRUCTED : array of same size as data containing the filtered signal.

 

% ATTENTION : Fourier transform are accurate for periodic signals. If the filtered values are not periodic,

% it is advised to make them periodic. Ex signal= 1 2 5 coult be modified to 1 2 5 5 2 1 for periodicity.

% Only the first half of reconstructed should be used in this case.

 

%Bring dimension to filter to dimension 1

si_data=size(data);

order=1:length(si_data);

otherdim=order(ismember(order,dimension)==0);

neworder=[dimension,otherdim];

data=permute(data,[dimension,otherdim]);

 

%Fourier transform and associated frequencies

amplitudes = fft(data,[],1);

n1=size(data);

n=size(amplitudes,1); %replaced dimension by 1

nyquist=1/2;

nyquist_location=n/2+1;

 

%Generate a list of the frequencies

if rem(size(data,1),2)==0;

frequencies=[0,(1:n/2-1)/n,n/2/n,(n/2-1:-1:1)/n];

end

if rem(size(data,1),2)==1;

frequencies=[0,(1:(n-1)/2)/n,((n-1)/2:-1:1)/n];

end

 

%Computes periods and decide of the ones to keep

periods=1./frequencies;

periodstokeep=(periods>=bandlimits(1) & periods<=bandlimits(2));

periods(periodstokeep);

filteredamps=amplitudes*0;

 

%Only keep desired periods (amplitudes)

if ndims(data)==1

filteredamps(periodstokeep)=amplitudes(periodstokeep);

end

if ndims(data)==2

filteredamps(periodstokeep,:)=amplitudes(periodstokeep,:);

end

if ndims(data)==3

filteredamps(periodstokeep,:,:)=amplitudes(periodstokeep,:,:);

end

if ndims(data)==4

filteredamps(periodstokeep,:,:,:)=amplitudes(periodstokeep,:,:,:);

end

if ndims(data)==5

filteredamps(periodstokeep,:,:,:,:)=amplitudes(periodstokeep,:,:,:,:);

end

 

%Reconstruct the signal

reconstructed=ifft(filteredamps,[],1);

reconstructedr=real(reconstructed);

reconstructedi=imag(reconstructed);

 

%Return matrix in original order

ordereturn=zeros([1,length(si_data)]);

ordereturn(dimension)=1;

iszero=find(ordereturn==0);

for i=1:length(iszero)

ordereturn(iszero(i))=i+1;

end

reconstructed=permute(reconstructed,ordereturn);

 

end