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SignalUtils.SavGolayImpulse Function

Design a Savitzky-Golay polynomial smoothing filter.

Pascal
procedure SavGolayImpulse(const H: TMtx; const Diff: TMtx; FrameSize: integer; Order: integer; const Weights: TVec = nil); overload;

Compute a Savitzky-Golay polynomial smoothing filter. The resulting filter is placed in matrix H. Only the center row of H is used for filtering, the upper and lower part of the H matrix are applied to the transition region when the signal starts and stops. Diff contains differentiation filters. Weights contain weights for the least square minization. Order must be less then FrameSize and FrameSize must be Odd. On input, the H.FloatPrecision and Weights.FloatPrecision (if present) need to match.

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