Filtering > a second order AR filter

The second order AR filter amplifies one particular frequency. This causal filter has a response of infinite duration and is the inverse of the second order MA filter.

The filter is defined by various parameters which are the frequency fo, to be amplified, and the coefficient of over-tension Q, which approximates the ratio between the spectral amplitude at the amplified frequency and its value at the null frequency. It is possible to choose the frequency to amplify and then the coefficient Q. We should note a phase rotation of 180 degrees for the selected frequency.
The example shows the impulsional response (in time), the modulus of the FT with a linear scale or a dB scale and the phase of the FT.

The frequency fo and the coefficient Q allow to compute the parameters necessary to the elaboration of the filter such that the coefficient Rho (length of the vector related to the pole position in Z domain) and the phase Theta (in Z domain) which are used for the computation of the coefficients a1 and a2 of the second order AR filter.