On digital smoothing filters: A brief review of closed form solutions and two new filter approaches |
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Authors: | Peter Steffen |
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Affiliation: | (1) University Erlangen-Nürnberg, Cauerstrasse 7, D-8520 Erlangen, Germany |
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Abstract: | The concept of smoothing noisy data using appropriate polynomials turns out to be equivalent to the application of suitable nonrecursive digital filters having the following properties: They process the data in such a way that the moments are conserved up to a desired order while the energy of their impulse response is minimum. Flatness constraints of their frequency response at =0 are equivalent to the moment condition. By using orthogonal polynomials, an explicit solution is known from the literature. A second approach which uses a special decomposition also yields closed form solutions. The realization is simplified, especially in the case where a large number of moments is supposed to be conserved. |
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