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sits (version 1.1.0)

.sits_sgolay_coef: Savitzky-Golay smoothing filter coefficients

Description

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).

Usage

.sits_sgolay_coef(p, n, m = 0, ts = 1)

Value

filter coefficients

Arguments

p

Filter order (integer).

n

Filter length (must be odd)

m

Derivative to calculate (default = 0)

ts

Time scaling (integer).