Questions tagged [smoothing]

Smoothing a signal or data set approximates the data to reveal patterns and exclude noise, fine-scale structure and rapid changing phenomina.

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26
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5answers
8k views

Is there a technical term for this simple method of smoothing out a signal?

Firstly, I am new to DSP and have no real education in it, but I am developing an audio visualization program and I am representing an FFT array as vertical bars as in a typical frequency spectrum ...
4
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1answer
1k views

How does this “simple filter” work?

I'm new to DSP, and I'm using this basic "1-pole LPF" Param Smooth filter which "smooth" param when I change it. The code is pretty simple: ...
7
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1answer
962 views

how does this equation correspond to smoothing?

Please help me understand smoothing of data. This is a follow up to my previous question posted here. Especially the top answer by Junuxx where he says a way of smoothing a function $f(x)$ is: $$ f'[...
23
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4answers
4k views

Bag of Tricks for Denoising Signals While Maintaining Sharp Transitions

I know this is signal dependent, but when facing a new noisy signal what is your bag of tricks for trying to denoise a signal while maintaining sharp transitions (e.g. so any sort of simple averaging, ...
7
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2answers
13k views

Savitzky-Golay filter parameters

I am trying to smooth a series of data in order to obtain a continuous function that could represent that given data set. It came out that the Savitzky-Golay method could be a good way. Now, I don't ...
2
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2answers
72k views

How to apply Hamming Window?

I am new in matlab and signal processing. The time series that have been used are obtained from accelerometer in a building. As far as I understand both the time series' length and window function ...
2
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1answer
2k views

how to smooth estimated velocity

I have a manipulator that provides the position and the velocity of its end-effector. The velocity is noisy. I've implemented a filter in C++ to determine the derivative of the position. In the below ...
4
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5answers
9k views

Derivative of noisy signal

My input signal is phase vector. I want to differentiate it to get frequency vector. My input signal is somewhat noisy. Here is the input signal. This is the derivative of the input signal as ...
4
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2answers
5k views

When should the sum of all elements of a gaussian kernel be zero?

I found an approximation of a 5x5 2D convolution kernel like this : Here, the sum of the elements is zero and this one was used for Laplacian of Gaussian! Another one here : This one has all ...
4
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1answer
1k views

The Meaning of the Terms Isotropic and Anisotropic in the Total Variation Framework

The isotropic TV is defined as the estimation of 2-norm of gradients $\sqrt{(y_{i+1,j}-y_{i,j})^2+(y_{i,j+1}-y_{i,j})^2}$, while the anisotropic TV is defined as the estimation of 1-norm of gradients $...
0
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2answers
3k views

Compute the time derivative of a noisy digital signal?

The issue is that my signal is very noisy. I need extract its time derivative as accurate as possible. P.S. I do not have any prior knowledge on the signal (black box). On forums some suggested ...
17
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6answers
14k views

Savitzky-Golay smoothing filter for not equally spaced data

I have a signal that is measured at 100Hz and I need to apply the Savitzky-Golay smoothing filter on this signal. However, on closer inspection my signal is not measured at perfectly constant rate, ...
10
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2answers
4k views

Finding local peaks in-between samples

I have $n$ discrete samples of a seismic signal $y[n]$: I want to find local maxima in the signal. A naive test for if $y[n]$ is a maximum would be: $$y[n]: maxima \textbf{ if } y[n] > y[n-1] \...
10
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2answers
12k views

How to find smoothed estimates of the derivative and second derivative of a signal?

I have a signal sampled at $\Delta t$: $f_i(t_i=i\Delta t)$ where $i = 0,\ldots,n-1$. I want to find the first and second derivative of the signal: $f'(t)$ and $f''(t)$. My first thought was to ...
9
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1answer
7k views

1/n octave smoothing

Given a frequency response obtained with FFT, I would like to apply a 1/n octave smoothing. What filter should I be using and how? Maybe someone could point to a good reference (a paper or book on the ...
3
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2answers
5k views

detect to rising, stable and falling point in non-smooth rectangular wave

I am working on basic signal processing problems in MATLAB. I have found a signal from the internet (i don't remember the site exactly). The data is organized in column wise. 1st and 2nd column is ...
6
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1answer
928 views

$1/n$ octave complex smoothing

An excellent answer to this post explains how to do $1/n$ octave energy smoothing and mentions complex smoothing can be done as well, but it's tricky business because of phase wrapping. How is phase ...
1
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1answer
237 views

How to Smooth Gradient Estimates for Steepest Descent Optimization

In steepest descent methods of minimizing a function $f(x), x \in \mathbb{R}^d$, it's common to approximate the gradient by finite differences: $\qquad\qquad \nabla f(x) \approx gradest( x; h ) \...
1
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2answers
671 views

Transfer function of double exponential smoothing?

Double exponential smoothing a.k.a. Holt-Winters smoothing tracks level and trend of a time series in coupled IIRs: $\qquad$ In: $Y_t$, t = 0 1 2 ... $\qquad$ State: $L_t, T_t \quad$ -- level and ...
0
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1answer
30 views

Can you predict how long a discontinuity will take to reach its target if it is low pass filtered at a certain frequency?

Let's say you have a signal that relatively slowly rises from 0 to 1, then suddenly from one sample to the next drops back to 0, creating a sharp discontinuity. Let's say you run it through a one pole ...