sgolayqr(degree,hw,w)
This code computes Savitzky-Golay filters using a method similar to that used in the Matlab sgolay code. However, this implementation is far less prone to problems due to conditioning. Furthermore, the built-in sgolay code gives incorrect answers for the weighted filters due to errors in implementation (easily verified by using a uniform weight that is not 1 which should not change the answer but does in Matlab's built-in code). This code correctly computes the filters when using non-uniform weights. The derivation and analysis of the algorithm used is available at:
"Numerically Sane Construction of Polynomial Least Squares Filters via QR Factorization", by C.F. Borges, 15 MARCH 2016, NPS Institutional Archive. Full paper available at https://calhoun.nps.edu/handle/10945/48144
Cite As
Carlos Borges (2024). sgolayqr(degree,hw,w) (https://www.mathworks.com/matlabcentral/fileexchange/56149-sgolayqr-degree-hw-w), MATLAB Central File Exchange. Retrieved .
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- Signal Processing > Signal Processing Toolbox > Signal Generation and Preprocessing > Smoothing and Denoising >
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Version | Published | Release Notes | |
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1.0.0.0 |