MATLAB: How can i obtain the frequency response for Savitzky-Golay filtering

cut-off frequencyfilterfrequencyfrequency responselow-pass filterMATLABMATLAB Compiler

I want to prove that this filter is a low pass filter by passing it from a heaviside and then i need the define the transfer function to get the bode plots.
How should i get the transfer function for heavyside.

Best Answer

Try this instead:
t = linspace(0, 10);
y = sin(2*pi*t/5) + randn(size(t))/10;
sgf = sgolayfilt(y, 3, 11);
figure
plot(t, y)
hold on
plot(t, sgf, '-r')
hold off
grid
L = numel(t);
Ts = mean(diff(t));
Fs = 1/Ts;
Fn = Fs/2;
FTy = fft(y)/L;
FTsgf = fft(sgf)/L;
Fv = linspace(0, 1, fix(L/2)+1)*Fn;
Iv = 1:numel(Fv);
figure
subplot(3,1,1)
plot(Fv, abs(FTy(Iv))*2)
grid
title('Fourier Transform: y')
subplot(3,1,2)
plot(Fv, abs(FTsgf(Iv))*2)
grid
title('Fourier Transform: Savitzky-Golay Filter of y')
subplot(3,1,3)
plot(Fv, abs(FTsgf(Iv)./FTy(Iv))*2)
grid
title('Savitzky-Golay Transfer Function')
This nicely demonstratres the lowpass filter characteristic.
Experiment with other signals to get different (but likely similar) resultls.