C# Savitzky Golay Filtering Example

using System;
using System.Globalization;
using System.Threading;

using CenterSpace.NMath.Core;

namespace CenterSpace.NMath.Core.Examples.CSharp
{
  /// <summary>
  /// A .NET example in C# showing how to use the Savitzky-Golay filtering class.
  /// </summary>
  class SavitzkyGolayFilteringExample
  {

    static void Main(string[] args)
    {
      #region Savitzky-Golay Smoothing

      // Build a Savitzky-Golay filter with a window width of 7, and a 4th degree smoothing polynomial.
      SavitzkyGolayFilter sgf = new SavitzkyGolayFilter(3, 3, 4);

      // Make some random noise.
      RandomNumberGenerator rnd = new RandGenUniform();
      DoubleVector data = new DoubleVector(100, rnd);
      
      // Build a noisy sinusoidal signal to filter.
      double step_size = 0.1;
      DoubleVector x = new DoubleVector(100, 0, step_size);
      DoubleVector sin_x = new DoubleVector(NMathFunctions.Sin(x) + data.Scale(0.1));

      // Filter the signal function
      DoubleVector z = sgf.Filter(sin_x);

      #endregion

      #region Savitzky-Golay Derivatives

      // Build a vector of a sampled sinc() function and it's derivative.
      x = new DoubleVector(100, 0.01, step_size);
      DoubleVector sinc = new DoubleVector(NMathFunctions.Sin(x) / x);
      DoubleVector derivative_sinc = new DoubleVector(NMathFunctions.Cos(x) / x - NMathFunctions.Sin(x) / (x * x));

      // Create a Savitzky-Golay filter for computing the first derivative using a 5th degree polynomial.
      // By default the boundaries are smoothed to the edges, if this is not necessary,
      // other faster boundary handling options are available.
      sgf = new SavitzkyGolayFilter(3, 3, 5, 1);

      // Find the S-G derivatives.
      DoubleVector sg_d_sinc = sgf.Filter(sinc);

      // Scale the raw derivatives.
      sgf.ScaleDerivative(step_size, ref sg_d_sinc);

      // Look at the mean squared error over the 100 samples, of the SG derivatives.
      Double mean_sqrd_error = NMathFunctions.Mean(NMathFunctions.Pow(derivative_sinc - sg_d_sinc, 2.0));

      Console.WriteLine("The mean squared error of the Savitzky-Golay derivative estimate of the sinc() function = {0}", mean_sqrd_error);

      #endregion

      Console.WriteLine();
      Console.WriteLine("Press Enter Key");
      Console.Read();
    }
  }
}