DiFi++ is a small c++ header-only library for DIgital FIlters based on rational transfer functions such as the butterworth filter and the moving average filter
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README.md

DiFi++

License BSD 2-Clause

DiFi++ is a small c++ header-only library for DIgital FIlters based on rational transfer functions such as the butterworth filter and the moving average filter. DiFi++ is using the Eigen library for math computations.

The implementation is based on well written article from Neil Robertson. Please check out the followings

and the differentiators from Pavel Holoborodko

The library has been tested against Matlab results.

A doxygen documentation is generated when compiling.

Installing

This is an header-only library so there is nothing to compile (but the documentation)

git clone --recursive https://github.com/vsamy/DiFi++
cd DiFi++
mkdir build
cd build
cmake ..
make install

Note

The method used is close but somewhat different from Matlab methods and Butterworth band-reject has quite different results (precision of 1e-8).