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The Even-length Savitzky-Golay Filter

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The Even-length Savitzky-Golay Filter

by Jianwen Luo

 

12 Jun 2005 (Updated 13 Jun 2005)

The even-length Savitzky-Golay filter with a Gram polynomial approach.

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Description

The even-length Savitzky-Golay filter (i.e., polynomial filter or least-squares filter) for data smoothing and differentiation.

The filter coefficients are calculated with the recursive properties of Gram polynomials so as to avoid the inaccuracy in a matrix approach (http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=4038&objectType=file) due to ill-conditioned matrix.

MATLAB release MATLAB 7.0.1 (R14SP1)
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Tag Applied By Date/Time
filter design Jianwen Luo 22 Oct 2008 07:50:23
filter analysis Jianwen Luo 22 Oct 2008 07:50:23
savitzkygolay Jianwen Luo 22 Oct 2008 07:50:23
smoothing Jianwen Luo 22 Oct 2008 07:50:23
differentiation Jianwen Luo 22 Oct 2008 07:50:23
analysis Jianwen Luo 22 Oct 2008 07:50:23

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