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I have this example signal:

w1 = 3; (* rad/s *)
w2 = 50; (* rad/s *)
w3 = 4;  (* rad/s *)
signal[t_] = Sin[w1*t] + Sin[w2*t] - Sin[w3*t]

enter image description here

I would filtrer this signal with ideal Low Pass filter (w3=50 rad/s) using command LowpassFiltersuch that the filtered signal is:

signalF[t_] = Sin[w1*t] - Sin[w3*t]

enter image description here

I tried so:

data = Table[signal[t], {t, 0, 5, 0.01}];
wc=50;
n=200; (*What does it mean specifically this parameter?*)
ListLinePlot[LowpassFilter[data, 50, 200, DirichletWindow]]

but I got the same starting signal. What am I doing wrong?

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  • $\begingroup$ @Moo sorry, I edited post $\endgroup$ – plus91 Nov 19 '16 at 13:13
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    $\begingroup$ How about Show[Plot[signal[t], {t, 0, 5}], ListLinePlot[LowpassFilter[data, 0.5/(2 Pi)], DataRange -> {0, 5}]]? You need to take into account the sampling and 2 Pi of the sine. $\endgroup$ – corey979 Nov 19 '16 at 13:35
  • $\begingroup$ @corey979 Thx, more or less he is the filtered signal I expected, through your command: s11.postimg.org/yy2lspl37/SNAG_0011.png but why wc=0.5/(2*pi)? ... if my wc=50 rad/sec. Maybe wc in the command is not a pulsation but frequency w/(2*pi)? If yes, why 0.5? Furthermore why without DirichletWindow? Thx $\endgroup$ – plus91 Nov 19 '16 at 13:47
  • $\begingroup$ From the docs, Details and Options of LowpassFilter: "LowpassFilter[data,Subscript[\[Omega], c]] uses a filter kernel length and smoothing window suitable for the cutoff frequency Subscript[\[Omega], c] and the input data" - I guess DirichletWindow is default. What's more important, "By default, SampleRate->1 is assumed for images as well as data". $\endgroup$ – corey979 Nov 19 '16 at 14:26
  • $\begingroup$ @ corey979 I have read your comment too late, sorry. $\endgroup$ – user36273 Nov 19 '16 at 18:24
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w1 = 3; w2 = 50; w3 = 4; 
signal = Sin[w1*t] + Sin[w2*t] - Sin[w3*t];
data = Table[signal, {t, 0, 5, 1/100}] // N;

Edit

To play with the cut frequency I have made this edit.

  Manipulate[
 Show[
  Plot[signal, {t, 0, 5}], 
  ListLinePlot[LowpassFilter[data, w], DataRange -> {0, 5}, PlotStyle -> Darker@Red]],
 {w, 0.5, 0.05, Appearance -> "Open"}]

enter image description here

I prefer filter with well-known transfer function, e.g. Butterworth filter. One can adjust the passband and stopband frequencies and the attenuations. Here, I choose a loss of 30 dB at the frequency of w2 = 50.

filter = ButterworthFilterModel[{"Lowpass", {w3, w2}, {0.1, 30}}, s];
out[t_] = OutputResponse[filter, signal, {t, 0, 6}];
ϕ = Arg[filter[N[I*w3]]]/w3; (*phase shift*)
Plot[{signal, out[t - ϕ]}, {t, 0, 5}]

enter image description here

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  • $\begingroup$ thx, I have a doubt, Why w = 0.5/(2*pi) if wc = 50 rad/s? $\endgroup$ – plus91 Nov 20 '16 at 2:55
  • $\begingroup$ @plus91 The transfer function of the LowpassFilter is unknown (for us). One must minimize therefore the cutoff frequency as far as until the desired result is achieved (~ 0.1). That's why I brought the Manipulate example. In contrast to the Butterworth filter. Here one can exact define the stopband frequency (w2 = 50 Hz). Look at "Details and Options" in the documentation for the use of LowpassFilter. $\endgroup$ – user36273 Nov 20 '16 at 10:02
  • $\begingroup$ something is very wrong to me. To filter a signal at a given wc so I always know the end result and verify that you corrected, varying wc LowpassFilter in command? $\endgroup$ – plus91 Nov 20 '16 at 11:01
  • $\begingroup$ @plus91 Lowpassfilter is not the right tool to filter out a frequency. If you set the cutoff frequency to w2 = 2 Pi f = 50 Hz, then, this frequency is still undamped. You must lower the cutoff frequency as far as until this frequency disappears. You don't know how far it is now toned down in contrast to the Butterworth filter. It has a loss of 30 dB at w2 = 50 Hz and the frequencies w1 and w3 are undamped. $\endgroup$ – user36273 Nov 20 '16 at 13:59
  • $\begingroup$ Now it is clearer, thanks ;) $\endgroup$ – plus91 Nov 22 '16 at 13:43
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I will restrict my answer to a class of signals given in the example. The signal is a Sine series, and I am assuming that w1, w2 and w3 are integers. Therefore you can extract the coeffients of the series:

coeffs = Table[FourierSinCoefficient[signal[t], t, n], {n, 50}]

with $n$ an integer that depends on your highest frequency.

Build your low pass filter by selecting the coeffs within your low frequency range:

LowPassFilter[coeffs_, n_] := Take[coeffs, n]

and reconstruct your filtered signal:

lowcoeffs = LowPassFilter[coeffs, 4];
funcs = Table[Sin[n t], {n, Length[lowcoeffs]}];
smoothsignal[t_] := LowPassFilter[coeffs, 4].funcs;

The resulting plot:

Plot[{smoothsignal[t], signal[t]}, {t, 0, 5}, PlotStyle -> {Red, Blue}]

enter image description here

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  • $\begingroup$ thx for you answer ;) $\endgroup$ – plus91 Nov 22 '16 at 13:42

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