VB.NET Savitzky Golay Filtering Example

Imports System

Imports CenterSpace.NMath.Core
Imports CenterSpace.NMath.Matrix

Namespace CenterSpace.NMath.Core.Examples.VisualBasic

    Module SavitzkyGolayFilteringExample

        Sub Main()

            ' Build a Savitzky-Golay filter with a window width of 7, and a 4th degree smoothing polynomial.
            Dim SGF As New SavitzkyGolayFilter(3, 3, 4)

            ' Make some random noise.
            Dim RND As RandomNumberGenerator = New RandGenUniform()
            Dim Data As New DoubleVector(100, RND)

            ' Build a noisy sinusoidal signal to filter.
            Dim step_size As Double = 0.1
            Dim X As New DoubleVector(100, 0, step_size)
            Dim sin_x As New DoubleVector(NMathFunctions.Sin(X) + Data.Scale(0.1))

            ' Filter the signal function
            Dim Z As DoubleVector = SGF.Filter(sin_x)

            ' Build a vector of a sampled sinc() function and its derivative.
            x = New DoubleVector(100, 0.01, step_size)
            Dim Sinc As New DoubleVector(NMathFunctions.Sin(X) / X)
            Dim derivative_sinc As 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.
            Dim sg_d_sinc As DoubleVector = SGF.Filter(Sinc)

            ' Scale the raw derivatives.
            SGF.ScaleDerivative(step_size, sg_d_sinc)

            ' Look at the mean squared error over the 100 samples, of the SG derivatives.
            Dim mean_sqrd_error As Double = 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)

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

        End Sub

    End Module

End Namespace