What is the Savitzky-Golay 2nd derivative method?

  • Thread starter Another
  • Start date
81
2
Summary
How are Savitzky–Golay second derivative different from Savitzky–Golay smoothing?
How are Savitzky–Golay second derivative different from Savitzky–Golay smoothing?
 

jasonRF

Science Advisor
Gold Member
1,227
271
Assume we have a noisy data set with ##N## data points, ##x_i##, where ##i = 1, \ldots, N##.

Then Savitsky-Golay smoothing is equivalent to locally fitting a polynomial about each ##x_i## (using some number of neighboring data points), then evaluating that polynomial to produce a new ##y_i##.

Savitsky-Golay differentiation is equivalent to locally fitting a polynomial about each ##x_i## (using some number of neighboring data points), then evaluating a derivative of that polynomial to produce a new ##z_i##. This is of course only interesting to do if the order of the derivative is less than the order of the polynomial used in the fitting.

jason
 

Related Threads for: What is the Savitzky-Golay 2nd derivative method?

Replies
2
Views
9K
  • Last Post
Replies
2
Views
826
Replies
3
Views
6K
Replies
7
Views
3K
Replies
7
Views
4K
Replies
2
Views
924
Top