An adaptive data-smoothing routine
An adaptive noise reduction algorithm that can be implemented on a microcomputer is developed. Smoothing polynomials are used where the polynomial coefficients are chosen such that the mean-square-error between the noisy and smoothed data is minimized. This approach is equivalent to the implementation of a low-pass finite impulse response filter. The noise reduction depends on the order of the smoothing polynomial. A whiteness test on the error sequence is incorporated to search for the optimal smoothing. Expansion coefficients may be computed via the fast Fourier transform, and the resulting smoothing process is the equivalent of the implementation of an adaptive ideal low-pass filter. Results are obtained for an analytical signal with added white Gaussian noise. The routine may be applied to any smooth signal with additive random noise.