Explicit Formula for Predictive FIR Filters and Differentiators Using Hahn Orthogonal Polynomials

An explicit expression for the impulse response coefficients of the predictive FIR digital filters is derived. The formula specifies a four-parameter family of smoothing FIR digital filters containing the Savitsky-Goaly filters, the Heinonen-Neuvo polynomial predictors, and the smoothing differentiators of arbitrary integer orders. The Hahn polynomials, which are orthogonal with respect to a discrete variable, are the main tool employed in the derivation of the formula. A recursive formula for the computation of the transfer function of the filters, which is the z-transform of a terminated sequence of polynomial ordinates, is also introduced. The formula can be used to design structures with low computational complexity for filters of any order.