low frequency cut-off and filtfilt

[Miguel Constante]

Hi
I have been trying to high-pass filter my EEG data, 
cfg.hpfilter = 'yes';
cfg.hpfreq = 0.03;
data = preprocessing(cfg);

using cut offs under 1Hz (e.g. 0.03Hz) and systematically get this type of 
error:

Warning: Matrix is close to singular or badly scaled.
         Results may be inaccurate. RCOND = 2.221255e-017.

Can someone advise on how to overcome this?
Thanks
Miguel

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