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Date: 2025-05-30 14:29:57
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The way to derive the Savitsky Golay filter is well explained in the article of 1964. Two arrays need to be generated based on the parameters: filter window withd and polynomial order. The first array contains the sums of powers of integers. The second array contains the powers of the indices representing the abscissa values of the signal samples. The first array needs to be inverted and multiplied with the second one. This is fairly simple to state but becomes an issue when the window width and polynomial order become big. For the degree this should not cause major problems because usually user keep the degree as low as possible. For the window width this can be a blocking issue. The implementation in scipy is very well studied so that the function works also for big window widths. Be very careful with using the convolute parameters published in the original paper. In some of the cases there are one or more typos in the tables.

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Posted by: noste99