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Savitzky-Golay Smoothing Filter

by YangQuan Chen

 

29 May 2003 (Updated 02 Jun 2003)

FIR filter design via local moving window LS fitting - A magic smooth and derivative formula

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http://www.csois.usu.edu/people/yqchen/dd/index.html

Acknowledgements
This submission has inspired the following:
fSGolayFilt
MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (5)
17 Sep 2003 X MAN  
17 Mar 2004 Reuben Bergsten

Brilliant! I've been looking for a long time to find a simple m file that can produce coefficients, including the starting and ending points, at any derivative.
AND I DIDN'T EVEN HAVE TO BUY THE Signal Processing TOOLBOX,
Thank You

16 Sep 2006 faul prasodjo

good

21 Aug 2007 Tim Davis

There is a line in the file that does b=inv(A'*A)*h. That can be dangerously inaccurate, and slow. One should never multiply by the inverse. Use b=(A'*A)\h instead.

30 Jun 2010 Judy

Can you give an example with an input signal? It would help newbies like me a lot. Much appreciated!

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Tag Activity for this File
Tag Applied By Date/Time
filter design YangQuan Chen 22 Oct 2008 07:02:12
filter analysis YangQuan Chen 22 Oct 2008 07:02:12
integerorder digital differentiator YangQuan Chen 22 Oct 2008 07:02:12
fir YangQuan Chen 22 Oct 2008 07:02:13
local moving YangQuan Chen 22 Oct 2008 07:02:13
smoothing YangQuan Chen 22 Oct 2008 07:02:13

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