Data Denoising with Savitzky-Golay Smoothing

Non-Causal Step

This step applies the Savitzky-Golay algorithm (a moving polynomial fit) to denoise data.

Input Parameters

1. One-dimensional time series data
2. Filter width
3. The polynomial order

Output Parameters

1. Denoised time series data

Workflow

Algorithm

Savitzky-Golay Algorithm

References

• S.J. Orfanidis, Introduction to Signal Processing, Prentice-Hall, Englewood Cliffs, NJ, 1996.