The Savitzky-Golay filter is based on approximating the given data by a polynomial using the Least-Squares parameter estimation. This implementation contains a function SG_calc.m which calculated the filter coefficients and an example script for simple implementation. Asymmetrical and non-integer parameters are allowed.

The SG filter is suitable for direct calculation of any signal derivatives of an arbitrary order limited by the Signal-to-noise ration of the original signal and sampling.

Feel free to use it for any research project under the condition of citing the reference:

M. Brablc, V. Sova, and R. Grepl, “Adaptive feedforward controller for a DC motor drive based on inverse dynamic model with recursive least squares parameter estimation,” in Proceedings of the 2016 17th International Conference on Mechatronics - Mechatronika, ME 2016, D. Maga and T. Brezina, Eds. Prague, 2017, pp. 146–150.