How to design and implement a low-pass AR1 filter in Matlab?

Thursday, January 17, 2019

I have a data series

y(n)

that I want to filter using a low-pass AR1 filter. I found that this filter has a transfer function

H=1/(1+s/omega_c)

with omega_c the cut-off frequency. [Error: this is not a discrete time filter.]

If I implement this in Matlab:

filter(1,[1 1/(2*pi*500)],y)

it does not give a correct result. Is there an error in my reasoning?

Notes