From: skip@merope.taygeta.com (Skip Carter)
Subject: Re: Numerical derivatives
Date: Thu, 17 Jun 1999 19:36:02 GMT
Newsgroups: sci.math.num-analysis
Keywords: Savitzky-Golay filter
In article <7gvrlt$3j1$1@joe.rice.edu>, Bruce Johnson writes:
|> Thomas Kragh wrote:
|>
|> > Jack Silver wrote:
|>
|> >> If the points are noisy, try a Savitzky-Golay - You can find the algorithm
|> >> in Numerical Methods. It will always be 2 points behind your data (it needs
|> >> 5 points to work), and can't get started before you acquire the fifth data
|> >> point. It will smooth out noisy derivatives, but fast changes are also
|> >> smoothed out. The change will be spread over the 5 data points in a sample.
|>
|> > I'm not familuar with Savitzky-Golay. Is it some kind of 5-point smoother?
|>
|> Also known as least-squares digital polynomial smoothing filters. I see
|> references to these as having been "popularized" by Savitzky and Golay
|> [Anal. Chem. 36, 1627 (1964)], so I'm not sure where they first appeared.
|> The Numerical Recipes description of them gives some more references.
|> Generally, odd-order filters for obtaining low-order least-squares
|> estimates of the smoothed function at the central point.
|>
Some reference material as well as a C++ implementation of
a Savitzky-Golay filter is available at:
http://www.taygeta.com/dfilter.html
--
Everett (Skip) Carter Phone: 831-641-0645 FAX: 831-641-0647
Taygeta Scientific Inc. INTERNET: skip@taygeta.com
1340 Munras Ave., Suite 314 UUCP: ...!uunet!taygeta!skip
Monterey, CA. 93940 WWW: http://www.taygeta.com/skip.html
==============================================================================
From: "Alan Miller"
Subject: Re: Numerical derivatives
Date: Fri, 18 Jun 1999 09:06:39 +1000
Newsgroups: sci.math.num-analysis
Alan Miller, Retired Scientist (Statistician)
CSIRO Mathematical & Information Sciences
Alan.Miller -at- vic.cmis.csiro.au
http://www.ozemail.com.au/~milleraj
Skip Carter wrote in message <929648162.421.53@news.remarQ.com>...
[previous message included, through: -- djr]
>|> Also known as least-squares digital polynomial smoothing filters. I see
>|> references to these as having been "popularized" by Savitzky and Golay
>|> [Anal. Chem. 36, 1627 (1964)], so I'm not sure where they first appeared.
** As far as I have been able to find, it was first published by Sheppard
** in 1915. Tables have been published in statistical books since at
** least the mid 1930s.
> http://www.taygeta.com/dfilter.html
>
>--
> Everett (Skip) Carter Phone: 831-641-0645 FAX: 831-641-0647
> Taygeta Scientific Inc. INTERNET: skip@taygeta.com
> 1340 Munras Ave., Suite 314 UUCP: ...!uunet!taygeta!skip
> Monterey, CA. 93940 WWW: http://www.taygeta.com/skip.html
>