Plot Savitzky Golay 1D filter

plot savitzky golay 1d from noise signal compared to filtered signal.

# Author: L.Kouadio
# Licence: BSD-3-clause

Import required modules

import numpy as np
import matplotlib.pyplot as plt
from watex.utils.exmath import savitzky_golay1d

Generate signal for filtering and add Gaussian noises

t = np.linspace(-3, 3, 500)
y = np.exp( -t**2 ) + np.random.normal(0, 0.1, t.shape)
# compute filtered signal
ysg = savitzky_golay1d(y, window_size=45, order=3, mode ='valid')
# plot noise signal vs filtered signal
plt.figure(figsize =(10, 4))
plt.plot(t, y, label='Noisy signal')
plt.plot(t, np.exp(-t**2), 'k', lw=1.5, label='Original signal')
plt.plot(t, ysg, 'r', label='Filtered signal')
plt.ylabel('precomputed signal')
plt.xlabel ('signal bandwidth')
plt.legend()
plt.show()