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A Perfect Smoother

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Department of Medical Statistics, Leiden University Medical Centre, P.O. Box 9604, 2300 RC Leiden, The Netherlands
Cite this: Anal. Chem. 2003, 75, 14, 3631–3636
Publication Date (Web):May 30, 2003
https://doi.org/10.1021/ac034173t
Copyright © 2003 American Chemical Society
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Abstract

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.

*

 To whom correspondence should be addressed. E-mail:  [email protected]

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The Supporting Information consists of the following:  a document that presents Whittaker smoothing for unequally spaced data and a detailed comparison to the Savizky−Golay filter, a small toolbox of Matlab functions for Whittaker smoothing, and the data for the NMR spectrum and the wood profile. This material is available free of charge via the Internet at http://pubs.acs.org.

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