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nanfiltfilt

Implements filtfilt function with support for NaN values.

Syntax

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

Description

Y = NANFILTFILT(B, A, X) zero-phase 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.

The filter is described by the difference equation:

a(1)y(n) = b(1)x(n) + b(2)x(n-1) + ... + b(nb+1)x(n-nb) - a(2)y(n-1) - ... - a(na+1)y(n-na).

The length of the input channels must be more than three times the filter order, defined as filtord(B,A).

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

Algorithm: 1. For each column, classify NaN sequences as boundary gaps, internal short gaps (<= MAXGAP), or preserved internal long gaps (> MAXGAP). 2. Preserve boundary and long internal gaps as NaN and use them to split the signal into candidate finite segments. 3. Interpolate short internal gaps within each candidate segment. 4. Process filterable segments independently using filtfilt. 5. Leave segments too short for MATLAB-style filtfilt as NaN.

NANFILTFILT should not be used when the intent of a filter is to modify signal phase, as is the case with differentiators and Hilbert filters.

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 = nanfiltfilt(b, a, signal, 10);

See Also

Module: TOOLS | Last Updated: 2026-07-09