TSMOOTH
Optimal Smoothing and Differentiation of Noisy Data
TSMOOTH will optimally smooth and differentiate equally spaced data(up to 60000 points). A third order spline model forms the basic function which produces continuous first and second derivatives. This smoothing is based on a least-squares regularization method using generalized cross-validation to select the optimal smoothing parameter. Dynamic programming is used to solve the least squares minimization problem. The result is a very fast, automatic way to smooth noisy data and to estimate the first and second derivatives. A manual describes the theory behind the filtering ( several background references are included). The manual also describes how to use TSMOOTH. Data is accepted in the form of an input file with one data point per line. The output file may be easily entered into EXCEL for plotting.
TSMOOTH is FREEware, try it and hope you find it useful.
Download TSMOOTH( zip file)
After downloading tsmooth.zip, use the command PKUNZIP tsmooth.zip. This will produce the executable tsmooth.exe, a sample problem - sample.dat, and the manual in WORD format.
If you have any questions at all, please feel free to ask Dr. David M. Trujillo. You may also call him at