Saturday, 28 November 2015

What exactly is Savitzky-Golay differentiation filter?


I could understand Savitzky-Golay filter as being smoothing filter, but then there also seems to be Savitzky-Golay differentiation filter, though for some reason, details do not seem to be clear.


So is Savitzky-Golay differentiation just about inferring first-order derivative from a local polynomial used for each data point? (This local polynomial least square method is another way of thinking about Savitzky-Golay, so by local polynomial I mean exactly that.)


If so, would frequency response of such a differentiation filter be simply multiplying $i\omega$ to frequency response of an original Savitzky-Golay filter?




No comments:

Post a Comment

readings - Appending 内 to a company name is read ない or うち?

For example, if I say マイクロソフト内のパートナーシップは強いです, is the 内 here read as うち or ない? Answer 「内」 in the form: 「Proper Noun + 内」 is always read 「ない...