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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.
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Paul H.C. Eilers (Fri,) studied this question.
synapsesocial.com/papers/69d75de0aa68b335b4f311f1 — DOI: https://doi.org/10.1021/ac034173t
Paul H.C. Eilers
Eötvös Loránd University
Analytical Chemistry
Leiden University
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