TIMESHFT - Time-shift filter design

Least Squares Design for Time-Shifting Filter

This sheet derives a design for a non-symmetric FIR filter for time shifting a signal,
given equally-spaced samples of the signal value. The method constructs the
filter characteristic by locally fitting a polynomial model to the data stream using
least-squares techniques, then evaluating the model at an an arbitrary location.
The length of the desired filter and the order of the polynomial model can be
specified.

The design only needs to shift the data stream by +- 1/2 location. For larger shifts,
the filter characteristic can be shifted an appropriate number of integer locations.

Construct the model fit.

Evaluate the polynomial model as the specified frational time shift.

An example:

Apply the shift filter to
the following
data sequence.

The value at the
selected shift location:

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