I’ve been struggling to derive a suitable zero-lag high-pass filter.  It is not as easy as deriving a zero-lag low-pass indicator.  The design approach is the reverse of what we did in the previous case, and there comes a stage where you need to reduce the order of the filter whilst maintaining lag at high frequencies.  The algebra is overly complicated, and I’m not sure if I’m doing the right thing.  This is the best I could manage, but if far from perfect.

HPlagTryOne.png

Two things I could do here.  Either give-up on this task or consult someone specialised in filter design.  Maybe I shall leave it for now and focus on other things.