滤波器之SG滤波器:(python实现)

#%% SG_filter
def sgoal_filter(data,fs,window_size,order):

    if window_size == None:
        window_size = fs // 10       
    if window_size % 2 == 0 or window_size == 0: 
        window_size += 1
    
    arr = []
    step = int((window_size-1)/2)
    for i in range(window_size):
        a = []
        for j in range(order):
            y_val = np.power(-step + i, j)
            a.append(y_val)
        arr.append(a)
    
    arr = np.mat(arr)
    arr = arr * (arr.T * arr).I * arr.T
    
    a = np.array(arr[step])
    a = a.reshape(window_size)
    
    data = np.insert(data, 0, [data[0] for i in range(step)])
    data = np.append(data, [data[-1] for i in range(step)])
    
    qlist = []
    for i in range(step, data.shape[0] - step):
        arra = []
        for j in range(-step, step+1):
            arra.append(data[i +j])   
        b = np.sum(np.array(arra) * a)
        qlist.append(b)
    return qlist