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nanfilter

Implements filter function with support for NaN values.

Syntax

function y = nanfilter(b, a, x, maxgap)

Description

Y = NANFILTER(B, A, X) filters the data in vector, matrix, or N-D array, X, with the filter described by vectors A and B to create the filtered data Y with NaN values preserved.

Y = NANFILTER(B, A, X, MAXGAP) allows specifying a maximum gap size MAXGAP.

Algorithm: 1. For each column, identify NaN sequences and classify them as long (> MAXGAP) or short (<= MAXGAP). 2. If no long NaN sequences exist, process the entire column with interpolation. 3. If long NaN sequences exist, divide the column into valid segments. 4. Process each valid segment independently using filter after interpolating any short NaN gaps within the segment. 5. Restore the original long NaN gaps in the final result.

Source Code

View source code

Examples

% Filter a noisy signal with NaN gaps
fs = 1000;
t = 0:1/fs:1;
signal = sin(2*pi*50*t)' + 0.1*randn(length(t),1);
signal(100:150) = NaN;  % Add NaN gap

% Design and apply filter
[b, a] = butter(4, 0.1);
filtered = nanfilter(b, a, signal, 10);

See Also

Module: TOOLS | Last Updated: 2025-09-04