Signal Toolkit - sgolayfilt

Function File: y = sgolayfilt (x)

Function File: y = sgolayfilt (x, p)

Function File: y = sgolayfilt (x, p, n)

Function File: y = sgolayfilt (x, p, n, m)

Function File: y = sgolayfilt (x, p, n, m, ts)

Function File: y = sgolayfilt (x, p, n, m, ts)

Function File: y = sgolayfilt (x, f)

Smooth the data in x with a Savitsky-Golay smoothing filter of polynomial order p and length n, n odd, n > p. By default, p=3 and n=p+2 or n=p+3 if p is even.

If f is given as a matrix, it is expected to be a filter as computed by sgolay.

These filters are particularly good at preserving lineshape while removing high frequency squiggles. Particularly, compare a 5 sample averager, an order 5 butterworth lowpass filter (cutoff 1/3) and sgolayfilt(x, 3, 5), the best cubic estimated from 5 points:

 [b, a] = butter (5, 1/3);
 x = [zeros(1,15), 10*ones(1,10), zeros(1,15)];
 plot (sgolayfilt (x), "r;sgolayfilt;", ...
       filtfilt (ones (1,5)/5, 1, x), "g;5 sample average;", ...
       filtfilt (b, a, x), "c;order 5 butterworth;", ...
       x, "+b;original data;");
 

See also: sgolay.