Savitzky-Golay Filter


Savitzky-Golay

This object applies a "Savitzky-Golay" filter on a numerical data vector, which acts like a polynomial fit in the environment of each data point. The property "Data points" specifies how many data points to take in each direction for calculating filter coefficients. "Degree of polynomial" specifies the degree of the polynom which should be taken for the fit. The filter algorithm can also do a differentiation of the input data vector. Specify the degree of differentiation in the "Differentiation" property. The degree of differentiation must not be greater than the polynomial degree.

The output data vector is a little bit shorter than the original data vector, this depends on the given filter parameters. If a scale vector is given it is corrected according to the data vector.

The filter algorithm (function savgol) is taken from the book "Numerical Recipes in C, The Art of Scientific Computing" by William H. Press, Cambridge University Press, ISBN 0-521-43108-5. The code is Copyright (C) Numerical Recipes Software 1987, 1988, 1992, 1997, 2002.


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