Svitzky-Golay Coefficients

[M.Siddeq]

Savitzky_golay coefficients VI returns Savitzky-golay FIR filters and differntiation filters where:

Savitzky-Golay Filters is an n-by-n matrix with rows representing the FIR filter coefficients where n is side points*2+1.

Differentiation Filters is an m-by-n matrix where the p-th row is the differentiation filter for the p-th order derivative, where m is polynomial order+1, and n is side points*2+1. This VI computes Differentiation Filters only if compute differentiation filters? is TRUE.

My Question is: what is the theory behind the above two matrices, how the VI calculate or derive them?

I went through some Savitzky - Golay smoothing filters litrature but I could not link between them and how the VI works  

[Henrik_Volkers]

Here is a webside that helped me when I searched the web for more information.

http://www.holoborodko.com/pavel/?page_id=236

[M.Siddeq]

Thank you

I am checking the website

[DFGray]

Check out the on-line version of Numerical Recipes in C.  The chapter on Savitzky-Golay filtering is here.  Background information can be found in the rest of the book.

[M.Siddeq]

Thanks DF Gray &  Henrik Volkers

Really they are useful references that you gave

I understood that for n = 2m+1 points we will have c = 2a+1 coefficients i.e. equivilent to number of points, and this what I could not figure out in Savitzky-Golay Coefficients VI which gives the coeffiecients in n x n matrix, could you please explain how this matrix is generated?

Much appreciation

[M.Siddeq]

Gentlemen

Thank you for your assistance

the document on the link http://www.ece.rutgers.edu/~orfanidi/intro2sp/ discusses Savitzky-Golay filters in the page 427, page 431 explains exactly how is nxn matrix Savitzky-Golay filters and nxm matrix differntiation filters are generated