diff --git a/amodem/sigproc.py b/amodem/sigproc.py
index e9d6942..b3be754 100644
--- a/amodem/sigproc.py
+++ b/amodem/sigproc.py
@@ -16,11 +16,14 @@ class Filter(object):
 
     def __call__(self, x):
         x_ = [0] * len(self.b)
-        y_ = [0] * len(self.a)
+        y_ = [0] * (len(self.a) + 1)
         for v in x:
             x_ = [v] + x_[:-1]
-            y = np.dot(x_, self.b) - np.dot(y_, self.a)
-            y_ = [y] + y_[1:]
+            y_ = y_[:-1]
+            num = np.dot(x_, self.b)
+            den = np.dot(y_, self.a)
+            y = num - den
+            y_ = [y] + y_
             yield y
 
 
diff --git a/tests/test_sigproc.py b/tests/test_sigproc.py
index 450d1be..6ee85e3 100644
--- a/tests/test_sigproc.py
+++ b/tests/test_sigproc.py
@@ -23,3 +23,15 @@ def test_linreg():
     a_, b_ = sigproc.linear_regression(x, y)
     assert abs(a - a_) < 1e-10
     assert abs(b - b_) < 1e-10
+
+
+def test_filter():
+    f = sigproc.Filter(b=[1], a=[1])
+    x = range(10)
+    y = list(f(x))
+    assert [float(i) for i in x] == y
+
+    f = sigproc.Filter(b=[0.5], a=[1, -0.5])
+    x = [1] + [0] * 10
+    y = list(f(x))
+    assert y == [0.5 ** (i+1) for i in range(len(x))]