Time-domain analysis of the Savitzky-Golay filters

被引：43

作者：

Quan, Quan ^{[1
,2
]}

Cai, Kai-Yuan ^{[1
]}

机构：

[1] Beihang Univ, Dept Automat Control, Beijing 100191, Peoples R China

[2] Beihang Univ, State Key Lab Virtual Real Technol & Syst, Beijing 100191, Peoples R China

来源：

DIGITAL SIGNAL PROCESSING | 2012年 / 22卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Savitzky-Golay; Smoothing; Differentiation; Time domain; LEAST-SQUARES DESIGN; DIFFERENTIATION;

D O I：

10.1016/j.dsp.2011.11.004

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：238 / 245

页数：8

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