Retaining filter state for processing data in chunks I am have data in 1 minute chunks but I would like perform filtering on these as if the data was one contiguous signal. How might I hold the filters state between processing data chunks to achieve this.

I am using an FIR in MATLAB with the filter() function.
You can use the filter function of matlab with initial conditions with the following syntax: (excerpted from Matlab 6.0 command window help)

[Y,Zf] = FILTER(B,A,X,Zi) gives access to initial and final conditions, Zi
and Zf, of the delays.  Zi is a vector of length MAX(LENGTH(A),LENGTH(B))-1
or an array of such vectors, one for each column of X.


Hope this helps.