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Re: Savitzky-Golay filter [message #68639 is a reply to message #68618]

Wed, 11 November 2009 10:18

wlandsman
Messages: 743
Registered: June 2000

Senior Member

On Nov 11, 5:12 am, Dav_Poreh <d.po...@gmail.com> wrote:
> Folks
> Hi;
> I am running Savitzky-Golay filter to take the derivations (first and
> second order). In comparison to derive function there is remarkable
> difference between Savitzky-Golay and routine derivation. I don’t know
> which one is correct. Does this back to Taylor approximation or
> something else?
> Any help kindly appreciated
> Cheers

First of all, there is no single "correct" answer. You don't have a
continuous function to compute a derivative, but rather a sampled,
finite set of points. In the Savitzky-Golay filter one uses a local
polynomial approximation at each point, and then takes a derivative
of the polynomial. (So the derivative depends on the order of the
polynomial approximation, among other things.) You don't say what
your other method of computing the derivative is, but deriv.pro uses
a 3 point interpolation.

I would expect the two methods to give a similar answer for a smooth
function, but wouldn't be surprised to see them differ for a poorly-
sampled, or non-smooth function.

--Wayne

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[Message index]

		Re: Savitzky-Golay filter By: d.poreh on Thu, 12 November 2009 23:57
		Re: Savitzky-Golay filter By: wlandsman on Thu, 12 November 2009 10:03
		Re: Savitzky-Golay filter By: d.poreh on Thu, 12 November 2009 00:22
		Re: Savitzky-Golay filter By: d.poreh on Wed, 11 November 2009 23:12
		Re: Savitzky-Golay filter By: wlandsman on Wed, 11 November 2009 10:18
		Re: Savitzky-Golay filter By: d.poreh on Wed, 11 November 2009 07:00

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