Integrated Savitzky-Golay filter from inverse taylor series approach

被引：5

作者：

Wayt, Howard J. ^{[1
]}

Khan, Taufiquar R. ^{[1
]}

机构：

[1] Clemson Univ, Dept Math Sci, O-110 Martin Hall,Box 340975, Clemson, SC 29634 USA

来源：

PROCEEDINGS OF THE 2007 15TH INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING | 2007年

关键词：

numerical differentiation; least squares; Savitzky-Golay filter; inverse Taylor series;

D O I：

10.1109/ICDSP.2007.4288597

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The purpose of this paper is to use the Inverse Taylor series approach on the Savitzky-Golay (S-G) filter to derive an Integrated S-G filter which acts as a low-pass filter for noise while simultaneously directly estimating values of signal x(t) and its first k - 1 derivatives. It is similar in structure to a Finite impulse Response (FIR) filter, and its coefficients are calculated using the method of least squares. Initial tests indicate that this filter has significantly greater attenuation of frequencies above the Cutoff frequency than the S-G filter does.

引用

页码：375 / +

页数：2

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