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The filename iteration and data saving are executing in separate loops, I need to combine them.

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Could someone indicate me how to combine the filename and data?
Thanks Bruno
for FileNum= 1 : length(files);
filename=files(FileNum).name;
filt1 = fdesign.highpass('n,f3db',4,2*10*(1/2000));
H1 = design(filt1,'butter');
Filter = filter(H1,data);
save_data=fullfile(directory_save,filename);
save(save_data,'Filter', '-ASCII');
end

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