Filtering > a first order AR filter

The first order AR filter operates in the time domain. It is causal and recommended for signals of long duration. It is a low pass filter for negative coefficient a1. The coefficient a0 is chosen to be equal to 1. Its impulse response has an infinite duration (IIF).

Its impulse response decreases more quickly when a1 is small. The example shows the impulse response (in time) over duration of 256 samples, the modulus of the FT with a linear scale or a dB scale, and the phase of the FT.