DescriptionSavitzky golay local weighted regression wl045 pd04.gif
English: The weighted Savitzky-Golay filter as a weighted local polynomial regression with a polynomial fit at the boundaries (created with Python SciPy and Matplotlib)
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Captions
The animation shows the application of a weighted Savitzky Golay filter (45 points, 4th order polynomial) to a noisy series of Gaussian peaks with ever decreasing peak width via a step-wise local weighted (Hann) polynomial regression.