Time-domain analysis of the Savitzky-Golay filters
Time-domain analysis of the Savitzky-Golay filters
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Savitzky-Golay 滤波器的时域分析
DOI：
10.1016/j.dsp.2011.11.004
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发表时间：
2012-03-01
影响因子：
2.9
通讯作者：
Cai, Kai-Yuan
中科院分区：
文献类型：
--
作者：
Quan, Quan;Cai, Kai-Yuan
本文提出了一种分析Savitzky-Golay（SG）滤波器估计性能的时域方法，包括SG平滑滤波器和SG微分滤波器的估计性能。给出了一个估计误差界，并分析了它的定性性质。分析了随机噪声存在时估计误差的统计特性。(C)2011 Elsevier Inc. All rights reserved.
This paper proposes a time-domain method to analyze the estimation performance of Savitzky-Golay (SG) filters, which includes estimation performance of SG smoothing filters and SG differentiation filters. An estimation error bound is given and its qualitative properties are analyzed. Statistical properties of the estimation error in the presence of random noise are analyzed as well. (C) 2011 Elsevier Inc. All rights reserved.