Your MATLAB program looks OK (except for the typographical error in the
next to last statement, where "yy - filter(..." must be "yy =
filter(...)) until the final statement "xx = conv(xx,yy);", which:
  1. is not needed!  The statement "yy = filter(b, a, xx)" produces the
desired answer, the result of filtering the input data, xx, with the
butterworth filter (which is described by the coefficient vectors b and
a).  There is no need to call conv() at all.
  2. will indeed take a rather long time to compute, since it requires
4e10 multiplies and adds!

cheers,
  jerry

I am trying to implement a bandpass filter on a signal data, xx. It is
of 200,000 samples and the sampling frequency is 40 kHz.

I am using a butter filter function and my program is as followed:

HalfFs = Fs/2
Wp = [1000 1550]/HalfFs; Ws = [950 1600]/HalfFs;
Rp = 3; Rs = 40;

%Calculate the minimum order of Butterworth filter
[n,Wn] = buttord(Wp,Ws,Rp,Rs)

[b,a] = butter(n,Wn);

yy - filter (b,a,xx);
xx = conv(xx,yy);

my program always hang upon the convolution step...does anybody knows
how to solve this problem?