comp.lang.idl-pvwave archive - RDF feed
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description: Messages from Usenet group comp.lang.idl-pvwave, compiled by Paulo Penteado
items: Re: Smoothing Data with optimal wiener filter

Re: Smoothing Data with optimal wiener filter
type: item
description: Ralf, The derivates that your code makes look okay. What makes you think they're wrong? I ran your program and then checked the derivatives against the simplest of all approximations, like this (for the first derivative, analogous for the second): IDL> plot, x, (smoothed_data[1:*] - smoothed_data) / (x[1:*] - x) IDL> oplot, x, first_diff, linestyle=2 In both cases (1st and 2nd derivative), the curves more or less match one another, as should be expected. Where's the problem? Maybe I overlooked something. Timm -- Timm Weitkamp <http://people.web.psi.ch/weitkamp> Today at 09:31 -0700, Ralf Schaa wrote: > Hi folks, > > i have written a program, which smoothes noisy data with a wiener > filter. Return values of the program are the smoothed dataset and the > first and second derivatives. > However, the smoothing works satisfying, but the derivatives are going > *very* wrong and i could use some suggestions here. > > You find the code below. > Any suggestions would be appreciate very much! > > -Ralf > > P.S: > The program has not an elaborated description as it should have, > but wo is interested: the program is based on the paper by: > E.L Kosarev and E. Pantos, J. Phys. E: Vol. 16, 1983 > 'Optimal Smoothing of noisy data by FFT' > downloadable from http://kapitza.ras.ru/people/kosarev/1983.pdf > > A Fortran-code is in Int. J. Biomed. Comput. 37 (1994) 57-76 by F. > Gazzani > 'Comparative assessment of some algorithms for differentiating noisy > biomechanical data' > > Some basics of the topic found in 'Anderssen, Bloomfield' in > 'Numerische Mathematik' (not german but in english), Vol. 22, pp. > 157-182, 1974 > 'Numerical Differentiation procedures for non-exact data' > > > The program: > ============================================================ =================== > (Derivatives are calculated at line 181) > > PRO test_smooth_fft > > ;;--------------------------------------------------- > ;; Create some simple Test-Timeseries > ;;-----------------------------------…
creator: Chris[1]
date: 2004-05-24T17:15:43-00:00

Re: Smoothing Data with optimal wiener filter
type: item
description: Timm Weitkamp <not@this.address> wrote in message news:<Pine.LNX.4.44.0405241902270.1251-100000@localhost.localdomain>... > Ralf, > > The derivates that your code makes look okay. What makes you think they're > wrong? I ran your program and then checked the derivatives against the > simplest of all approximations, like this (for the first derivative, > analogous for the second): > > IDL> plot, x, (smoothed_data[1:*] - smoothed_data) / (x[1:*] - x) > IDL> oplot, x, first_diff, linestyle=2 > > In both cases (1st and 2nd derivative), the curves more or less match one > another, as should be expected. Where's the problem? Maybe I overlooked > something. great! you are right, there is no problem! i thought there was, because i had plot-ranges which were simply wrong. right now , i am very happy. Thanks for the comment! -Ralf
creator: schaa
date: 2004-05-25T12:04:23-00:00