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 >