On the Frequency-Domain Properties of Savitzky-Golay Filters

Schafer, Ronald W.

HP Development Company

关键词: Savitzky-Golay filter;    least-squares polynomial approximation;    smoothing;   

RP-ID  :  HPL-2010-109

学科分类：计算机科学（综合）

美国|英语

来源: HP Labs

【 摘 要 】

This paper is concerned with the frequency-domain properties of the so called Savitzky-Golay lowpass filters, which are based on the principle of local least-squares fitting of a polynomial. A summary of the important frequency-domain properties is given along with an empirically-derived formula for 3 dB cutoff frequency as a function of polynomial order N and impulse response half-length M.