Hi, Does anyone know how to use weights and generate error bounds for Savitzky-Golay? I have a (smallish) set of points y equally spaced each with a known error and would like to smooth them using S-G but so as to take into account the error already have and construct new error bounds around them that take into account the errors they had at the beginning and the erros they get as a result of the smoothing. thanks, m.
Weighted Savitzky-Golay?
1 message · Matt Hart