sgolayfilt limits' condition (first and last sample)

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Mathieu 2015-8-26

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评论： Mathieu 2015-9-21

Hello,

I am actually working with the sgolayfilt function which give me the result I was looking for. But I would like to understand all the function to be certain of the result and there is something I don't find on internet.

How the function do for the first and last sample of the filtered signal? The function fit a polynomial the nearest of the signal using samples on a window. But for the first sample there are not samples before to compute, so is it a zero padding? Or something else?

Thank you for your answer.

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Answer 1

Jan 2015-9-21

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Look in the source code of sgolayfilt. It is one of the benefits of Matlab, that the source code of important functions is provided.

The Savitzy-Golay filter fits a polynomial of order K over F elements of the signal, F > K. At the edge you do not have elements before or after the central elements, respectively. So at the edge you have only (F-1)/2 elements and in consequence a reduced order of the polynomial. You do not use the center of the polynomial as result, as in the steady state, but the point on left, or right, respectively.