Computes the filter coefficients for all Savitzky-Golay smoothing filters of order p for length n (odd). m can be used in order to get directly the mth derivative. In this case, ts is a scaling factor.
The early rows of F smooth based on future values and later rows smooth based on past values, with the middle row using half future and half past. In particular, you can use row i to estimate x(k) based on the i-1 preceding values and the n-i following values of x values as y(k) = F(i,:) * x(k-i+1:k+n-i).
.sits_sgolay_coef(p, n, m = 0, ts = 1)
filter coefficients
Filter order (integer).
Filter length (must be odd)
Derivative to calculate (default = 0)
Time scaling (integer).