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The Savitzky-Golay FIR digital filter is based on a least-squares polynomial fit to a sample of equally spaced data. The polynomial fit gives the filter the ability to preserve moments of features in the data like peak width. However the…

信号处理 · 电气工程与系统科学 2024-12-23 Paul W. Oxby

Savitzky-Golay (SG) filters are finite impulse response (FIR) realizations of least-squares polynomial regression and they are widely used for filtering (e.g. smoothing, interpolating, predicting, differentiating) and processing (e.g.…

系统与控制 · 电气工程与系统科学 2022-08-16 Hugh L Kennedy

The smoothing technique of Savitzky and Golay is extended to data defined on multidimensional meshes. A smoothness-increasing accuracy-conserving (SIAC) filter is defined that is suitable for use with finite-element computation.

数值分析 · 数学 2020-12-29 Teodoro Collin , Gordon Kindlmann , L. Ridgway Scott

Savitzky-Golay (SG) smoothers are noise suppressing filters operating on the principle of projecting noisy input onto the subspace of polynomials. A poorly selected polynomial order results in over- or under-smoothing which shows as either…

信号处理 · 电气工程与系统科学 2025-12-19 Cagatay Candan

Local polynomial smoothing is a widespread technique in data analysis, and Savitzky-Golay (SG) filters are one of its most well-known realizations. In real settings, the effectiveness of SG filtering depends critically on proper tuning of…

数据分析、统计与概率 · 物理学 2026-04-09 Andrea Gallo Rosso

One of the widely used denoising methods in different domains is the Savitzky-Golay (SG) filter. The SG filter has two design parameters: window length and the filter order. As the length of the window increases, the estimation variance…

信号处理 · 电气工程与系统科学 2018-09-03 Mohammad Sadeghi , Fereidoon Behnia

A simple procedure for the design of recursive digital filters with an infinite impulse response (IIR) and non-recursive digital filters with a finite impulse response (FIR) is described. The fixed-lag smoothing filters are designed to…

信号处理 · 电气工程与系统科学 2025-07-22 Hugh Lachlan Kennedy

Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers.…

Digital filters for recursively computing the discrete Fourier transform (DFT) and estimating the frequency spectrum of sampled signals are examined, with an emphasis on magnitude-response and numerical stability. In this tutorial-style…

系统与控制 · 计算机科学 2015-08-26 Hugh L. Kennedy

In this paper, we propose an interesting semi-sparsity smoothing algorithm based on a novel sparsity-inducing optimization framework. This method is derived from the multiple observations that semi-sparsity prior knowledge is more…

计算机视觉与模式识别 · 计算机科学 2023-03-08 Junqing Huang , Haihui Wang , Xuechao Wang , Michael Ruzhansky

Numerical simulations of merging compact objects and their remnants form the theoretical foundation for gravitational wave and multi-messenger astronomy. While Cartesian-coordinate-based adaptive mesh refinement is commonly used for…

Fitting a local polynomial model to a noisy sequence of uniformly sampled observations or measurements (i.e. regressing) by minimizing the sum of weighted squared errors (i.e. residuals) may be used to design digital filters for a diverse…

信号处理 · 电气工程与系统科学 2022-12-14 Hugh L Kennedy

In this paper, a new filtering method is presented for simultaneous noise reduction and enhancement of signals using a fractal scalar conservation law which is simply the forward heat equation modified by a fractional anti-diffusive term of…

偏微分方程分析 · 数学 2011-09-07 Pascal Azerad , Afaf Bouharguane , Jean-François Crouzet

In a previous report (Raju et al.,2023) we concluded that, if the goal was to preserve events such as saccades, microsaccades, and smooth pursuit in eye-tracking recordings, data with sine wave frequencies less than 100 Hz (-3db) were the…

人机交互 · 计算机科学 2024-03-14 Mehedi H. Raju , Lee Friedman , Troy M. Bouman , Oleg V. Komogortsev

The choice of delay-Doppler domain (DD) pulse shaping filter plays an important role in determining the performance of Zak-OTFS. Sinc filter has good main lobe characteristics (with nulls at information grid points) which is good for…

信息论 · 计算机科学 2025-02-07 Arpan Das , Fathima Jesbin , Ananthanarayanan Chockalingam

This technical note is on digital filters for the high-fidelity estimation of a sinusoidal signal's frequency in the presence of additive noise. The complex noise is assumed to be white (i.e. uncorrelated) however it need not be Gaussian.…

信号处理 · 电气工程与系统科学 2023-08-15 Hugh Lachlan Kennedy

Fractional delay filters are digital filters to delay discrete-time signals by a fraction of the sampling period. Since the delay is fractional, the intersample behavior of the original analog signal becomes crucial. In contrast to the…

信息论 · 计算机科学 2015-06-16 Masaaki Nagahara , Yutaka Yamamoto

Vector Fitting is a popular method of constructing rational approximants designed to fit given frequency response measurements. The original method, which we refer to as VF, is based on a least-squares fit to the measurements by a rational…

数值分析 · 数学 2016-10-05 Zlatko Drmac , Serkan Gugercin , Christopher Beattie

Time-domain chromatic dispersion (CD) equalization using finite impulse response (FIR) filter is now a common approach for coherent optical fiber communication systems. The complex weights of FIR filter taps are calculated from a truncated…

信息论 · 计算机科学 2017-05-02 Ziyi Zeng , Aiying Yang , Peng Guo , Lihui Feng

State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…

统计方法学 · 统计学 2016-12-16 Bin Liu
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