A Perfect Smoother

The well-known and popular Savitzky−Golay filter has several disadvantages. A very attractive alternative is a smoother based on penalized least squares, extending ideas presented by Whittaker 80 years ago. This smoother is extremely fast, gives continuous control over smoothness, interpolates autom...

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Veröffentlicht in:	Analytical chemistry (Washington) 2003-07, Vol.75 (14), p.3631-3636
1. Verfasser:	Eilers, Paul H. C
Format:	Artikel
Sprache:	eng
Schlagworte:	Analytical chemistry Chemistry Exact sciences and technology General, instrumentation
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	The well-known and popular Savitzky−Golay filter has several disadvantages. A very attractive alternative is a smoother based on penalized least squares, extending ideas presented by Whittaker 80 years ago. This smoother is extremely fast, gives continuous control over smoothness, interpolates automatically, and allows fast leave-one-out cross-validation. It can be programmed in a few lines of Matlab code. Theory, implementation, and applications are presented.
ISSN:	0003-2700 1520-6882
DOI:	10.1021/ac034173t