Generalized Digital Smoothing Filters Made Easy by Matrix Calculations
Reported herein is a simple procedure for the determination of the impulse-response filter function used for data smoothing by the convolution process (I). This procedure is based on the use on matrix techniques used in regression analysis and included in many software packages or algorithms found in many texts on numerical analysis (2-4). It is a general technique and so may be used to determine the filter function coefficients for Savitsky-Golay type power series polynomials (5), finite Fourier series, and almost any other basis functions.
Generalized Digital Smoothing Filters Made Easy by Matrix Calculations Stephen E. Bialkowski Analytical Chemistry 61 1308 1989