% F = sgolay (p, n [, m [, ts]]) % Computes the filter coefficients for all Savitzsky-Golay smoothing % filters of order p for length n (odd). m can be used in order to % get directly the mth derivative. In this case, ts is a scaling factor. % % The early rows of F smooth based on future values and later rows % smooth based on past values, with the middle row using half future % and half past. In particular, you can use row i to estimate x(k) % based on the i-1 preceding values and the n-i following values of x % values as y(k) = F(i,:) * x(k-i+1:k+n-i). % % Normally, you would apply the first (n-1)/2 rows to the first k % points of the vector, the last k rows to the last k points of the % vector and middle row to the remainder, but for example if you were % running on a realtime system where you wanted to smooth based on the % all the data collected up to the current time, with a lag of five % samples, you could apply just the filter on row n-5 to your window % of length n each time you added a new sample. % % Reference: Numerical recipes in C. p 650 % % See also: sgolayfilt