On 18 August 2011 03:07, Eric Keller <[email protected]> wrote:

> You can get bogged down for years in this subject.  When I want to do
> something quick and dirty, I use a least squares filter.

Is this the same as the approach that I (re?)invented for deriving
velocity from noisy data:

1) Fit a least-squares polynomial to the data
raw_data -> a + bx + cx^2 + dx^3...
2) Take the explicit differential of this polynomial
gradient = b + 2cx + 3dx^2...
3) Solve for the required X (potentially in the future, with caveats)

I have (almost undocumented, and forgotten) code somewhere that does
the same thing in up to 7 linear dimensions, if it is any use to
anyone.

-- 
atp
"Torque wrenches are for the obedience of fools and the guidance of wise men"

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