I am rather new to the DSP topic. However, I would like to filter a signal with lowest error and highest smoothness.
Until now, I was using tikhonov regularisation inside batch regression with some kind of kernels.
y=Ax, with x= (X, ... X[t])^T
The issue is however I do not know how to assess the error in the frequency domain then.
Could anyone advice where I might look for a discussion on this subject?