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% F = sgolay (p, n [, m [, ts]])


function F = sgolay (p, n, m, ts)


% F = sgolay (p, n [, m [, ts]])
%   Computes the filter coefficients for all Savitzsky-Golay smoothing
%   filters of order p for length n (odd). m can be used in order to
%   get directly the mth derivative. In this case, ts is a scaling factor. 
% The early rows of F smooth based on future values and later rows
% smooth based on past values, with the middle row using half future
% and half past.  In particular, you can use row i to estimate x(k)
% based on the i-1 preceding values and the n-i following values of x
% values as y(k) = F(i,:) * x(k-i+1:k+n-i).
% Normally, you would apply the first (n-1)/2 rows to the first k
% points of the vector, the last k rows to the last k points of the
% vector and middle row to the remainder, but for example if you were
% running on a realtime system where you wanted to smooth based on the
% all the data collected up to the current time, with a lag of five
% samples, you could apply just the filter on row n-5 to your window
% of length n each time you added a new sample.
% Reference: Numerical recipes in C. p 650
% See also: sgolayfilt


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