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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Issues with the smoothing operator in coherence estimation using the complex Morlet (Gabor) wavelet

The goal I wish to compute the coherence estimate using the continuous wavelet transform (CWT) of a real-valued signal with the complex Morlet (a.k.a. Gabor) wavelet. I compute the cwt of the signal ...
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1answer
392 views

Kalman Filter EM Estimation of Covariances

The question might be very simple, but I get a strange result from Kalman Filter. Let us consider the simplest state-space model, the random walk plus noise: $$ y_{t} = x_{t} + \varepsilon_{t}\\ x_{t} ...
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458 views

Fast implementation of LOESS for equally spaced samples (possibly using convolution)

Is it possible to do LOESS smoothing on equally spaced data using convolution? The Wikipedia article on LOESS mentions a possibility of using a FIR filter for LOESS. I could not find anything more ...
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2answers
52 views

Smoothing a discrete function with point wise variances

In Stark's Introduction to numerical methods [1970] it suggests fitting local polynomials to smooth discrete data before the Fourier transform using least squares minimisation. This gives the ...
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0answers
102 views

Algorithm for smoothing the output of an object detector operating on a video?

Please could you point me towards an algorithm that takes a series of object detections performed on a frame by frame basis as input and outputs a filtered series of object detections in which the ...
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0answers
54 views

Difference Between a 1st Order SG Filter And a Least Squares Moving Average

I have been studying SG filters and i recently found another filter which seem to be commonly used in financial data smoothing which is the least-squares moving average, this filter is also called ...
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0answers
70 views

Implementing Edge Preserving Diffusion (Anisotropic Diffusion)

I am trying to implement edge preserving diffusion. Recall the general diffusion equation to be: $$\DeclareMathOperator{\Div}{div}\delta_t u = \Div(g \nabla u)$$ Where $g$ is the speed of the ...
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0answers
100 views

Modified Bryson-Frazier (MBF) smoother explain

I'm reading about MBF smoother on Wikipedia. I'm confused of the quantity $\hat{\lambda}_k$ and $\tilde{\lambda}_k$. What does they really mean intuitively ? Why the update formula has the form $\...
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140 views

Are there any applications using absolute Savitzky-Golay filter to smooth data and preserve non-negative properties?

I want to smooth peaks for non-negative matrix factorization (NMF). Since Savitzky-Golay has polynomial smoothing, I think it is good for narrow peak shape in my signal profile. But NMF needs to be ...
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0answers
51 views

EKF smoothing for prediction at t=0 when no there is no measurement

I have a simple first-order reaction batch system for which I have some discrete measurements ($0<t_{k}\le t_{endbatchsample}$). I have an initial guess for $x_0$ and $P_0$ and from here I ...
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0answers
465 views

Estimate standard deviation of random-walk using Kalman filter

I'm new to Kalman filters so this might be a stupid question. I created a Kalman filter that takes in time series observations and estimates the mean of that time series. This is simply modeling a ...
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0answers
53 views

Proximal operator of image Laplacian

Let $\alpha, \beta > 0$ and $\Delta := \nabla^T \nabla$ be the discrete laplacian operator, $$\nabla: \mathbb{R}^{n_x \times n_y \times n_z} \rightarrow \mathbb{R}^{3 \times n_x \times n_y \times ...
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289 views

Spatial resampling, how to smooth?

Sorry if this is not the right forum. Having a velocity grid in which a wave propagates, and given a certain spatial sampling of the grid, what kind of smoothing/interpolation should be used if the ...
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0answers
509 views

Computationally 'lightweight' smoothing in realtime

I have a pitch tracker that can be quite unsmooth in its output (in Hz). A Savitzky-Golay filter has been good at smoothing but it looks like it adds a lot of multiplies on top of the already ...
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142 views

Effect of Gaussian Smoothing to mean image intensity

I am implementing Perona-Malik Diffusion in using the formulas: Creating image at time k+1 using equation This is my implementation: ...
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1answer
33 views

Calculate moving RMS with exponential averaging

This is moving RMS, now how to add exponential averaging in this df['signal'].rolling(21*24*60).apply(lambda x: np.sqrt(x.mean()))
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What are the kernels that are used in the Smooted Psuedo Wigner-Ville distribution?

Defined in Matlab's docs for WVD, SPWVD is given by: $\int_{-\infty}^\infty g(t) * H(f) x(t + \frac{\tau}{2}) x^*(t - \frac{\tau}{2}) e^{-j2\pi\tau\,f} \, d\tau$ H(f) and g(t) are the smoothing ...
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1answer
16 views

Data smoothing in temperature measurements from MLX90614 BCC IR sensor

I am trying to measure temperature with the MLX90614 BCC IR sensor for my project, and I am having problems with my precision requirement. I had taken data for 1 second then took the mean of these ...
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12 views

Smoothing contours for contour analysis for character recognition

I am making a character recognition library using contour analysis. Contours are sequencies of complex numbers X + j*Y (in fact in contour analysis they are defined ...
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0answers
15 views

Choose the right Sigma for Gaussian filter

I have the following problem: I have a time series with counted data. I now want to smooth it using a Gaussian low-pass filter. Is there a method to determine the sigma value? The window should have a ...
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0answers
14 views

Following a smoothing filter of a biological signal

)Following a smoothing filter of a biological signal. y[n] = Ay[n − 1] + Bx[n − 2] Please find the transfer function in the z-domain and find the impulse response function of this filter.
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33 views

Box function signal filtering in python

I am trying to produce a box function filter of a signal in python. I expected to find this functionality in scipy.signal, but I can't find any solutions. What I am trying to do is this. I have 2 ...
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24 views

Smoothing peak spectra in time domain

I would like to smooth amplitude spectra of signals around their peak frequencies. I could perform FFT, find the peak frequency, and smooth around the peak in frequency domain, then inverse FFT back ...
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1answer
34 views

Error introduced by smoothing filter at the end of a processing block

I'm running analysis on a multichannel audio signal and due to the size have decided to process it in blocks (my computer doesn't have enough memory to process it in one go). Some of the data produced ...
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1answer
185 views

Smooth signal with Hanning

I have an acceleration record and i want to smooth it's spectrum by using a hanning window with Bandwidth=0.5 Hz. How could i do that? Example in python/matlab will be appreciated!
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33 views

Slew Rate Filter With Different Smoothing Factors in Each Direction

I'm smoothing the output of an ADC with a simple first order low pass filter. Of course the smoothing rate is the same whether the signal is rising or falling. Preferably the smoothing rate needs to ...
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1answer
125 views

Selected bin oscilation in STFT

I am looking for a noisy signal using STFT. My window length is 128 and I am using 75% overlap. I am using a Hanning window before running the FFT process. I am using Quinn's 2nd estimator for ...
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102 views

temporal smoothing: FWHM of Gaussian kernel vs. window length of moving average

Suppose in one case I convolve Gaussian kernel with FWHM=10 samples. I would like to compare the result with moving average. My question: should I take the moving average window also 10 samples? In ...
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1answer
111 views

Continuous time double exponential filtering in state space form?

I'm trying to determine the continuous time formulation of the double exponential filter so that I can adapt it more flexibly for my particular problem. Typically, this model is expressed as a pair ...