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Anal Chem. 2003 Jul 15;75(14):3631-6.

A perfect smoother.

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Department of Medical Statistics, Leiden University Medical Centre, P.O. Box 9604, 2300 RC Leiden, The Netherlands.


The well-known and popular Savitzky-Golay filter has several disadvantages. A very attractive alternative is a smoother based on penalized least squares, extending ideas presented by Whittaker 80 years ago. This smoother is extremely fast, gives continuous control over smoothness, interpolates automatically, and allows fast leave-one-out cross-validation. It can be programmed in a few lines of Matlab code. Theory, implementation, and applications are presented.


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