Signal Smoothing: Savitzky-Golay Smoothing Algorithm

Like all smoothing algorithms in DSS(Digital Signal Smoothing) the Savitzky-Golay smoothing algorithm is a low-pass filter. 

The mechanism behind the Savitzky-Golay filter is that it finds the coefficients that preserve higher moments of the signal. Where as in the moving average filter uses a constatnt to aproximate the underlying function the Savitzky-Golay filter uses a polynomial of higher order.

Here,
 nL - the number of points used to the left of the data point
nR  - the number used to the right
cn   - fiter coefficient
fi    - data point

However the Savitzky-Golay filter with in limits does manage to provide smoothing without loss of resolution unlike other DSS algorithms.

Reference

Authour : Udara Deraniyagala

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