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Re: Savitzky-Golay filter [message #68618 is a reply to message #68617]

Wed, 11 November 2009 23:12

d.poreh
Messages: 406
Registered: October 2007

Senior Member

On Nov 11, 10:18 am, wlandsman <wlands...@gmail.com> wrote:
> 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

Thanks Wayne.
Cheers

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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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