Reformulating local polynomial fitting with orthogonal Chebyshev polynomials yields two algorithms that cut memory use, improve scalability, and deliver orders-of-magnitude better numerical accuracy than Vandermonde-based methods for Savitzky-Golay filters.
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Fast and accurate noise removal by curve fitting using orthogonal polynomials
Reformulating local polynomial fitting with orthogonal Chebyshev polynomials yields two algorithms that cut memory use, improve scalability, and deliver orders-of-magnitude better numerical accuracy than Vandermonde-based methods for Savitzky-Golay filters.