Title :
Smoothing of Data by Least Squares Procedures and by Filtering
Author :
Golay, Marcel J.E.
Author_Institution :
Perkin-Elmer Corporation, Norwalk, Conn. 06852.
fDate :
3/1/1972 12:00:00 AM
Abstract :
It is shown that when discrete experimental data are smoothed by fitting 2m + 1 consecutive data to a polynomial of 2nth degree, with n≪m, and when n and m are increased indefinitely, the smoothing obtained is equivalent to passing the original data through an ideal low-pass filter.
Keywords :
Electrons; Equations; Filtering; Least squares approximation; Least squares methods; Low pass filters; Parameter estimation; Polynomials; Smoothing methods; Stochastic systems; Data filtering; data processing; data recording; data smoothing filtering; time series filtering;
Journal_Title :
Computers, IEEE Transactions on
DOI :
10.1109/TC.1972.5008953
