Is there a way to initialize a filter to the first unfiltered value?

I want to filter a data set. Suppose the data set consists of data points which equal 100 plus noise. I want the filtered value to be initialized to the first unfiltered value, instead of zero, so the filter won't have to take a long time to go from zero to the nominal value. Is there a way to do this?

After some thought, I came up with this method: filteredData = filter(b, a, raw - raw(1)) + raw(1); I think this answers my question, but I would welcome any comments.

Answer 1

[mojtaba rayati]

Be sure that your b array is normalized then for x0 initial condition: y=filter(b, a, x-x0) + x0.

The Reason: In FIR filter case:

if the above formulation is equal to y=filter(b, a, x-x0) + x0.

Similar reason can be used for IIR Filter