Article ID Journal Published Year Pages File Type
564945 Digital Signal Processing 2012 8 Pages PDF
Abstract

This paper proposes a time-domain method to analyze the estimation performance of Savitzky–Golay (SG) filters, which includes estimation performance of SG smoothing filters and SG differentiation filters. An estimation error bound is given and its qualitative properties are analyzed. Statistical properties of the estimation error in the presence of random noise are analyzed as well.

Related Topics
Physical Sciences and Engineering Computer Science Signal Processing