C# Savitzky Golay Filtering Example

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

using CenterSpace.NMath.Core;

namespace CenterSpace.NMath.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.
      var sgf = new SavitzkyGolayFilter( 3, 3, 4 );

      // Make some random noise.
      RandomNumberGenerator rnd = new RandGenUniform();
      var data = new DoubleVector( 100, rnd );

      // Build a noisy sinusoidal signal to filter.
      double step_size = 0.1;
      var x = new DoubleVector( 100, 0, step_size );
      var 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 its derivative.
      x = new DoubleVector( 100, 0.01, step_size );
      var sinc = new DoubleVector( NMathFunctions.Sin( x ) / x );
      var 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();

      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();
    }
  }
}