A Study on Natural Spline Filter for Reduction of End-Effect

Munetoshi Numada, Takashi Nomura, Kazuhide KAMIYA, Hatsuzo Tashiro, Kazuhisa YANAGI, Hiroyasu Koshimizu · Seimitsu kougakkaishi rombunshuu/Seimitsu kougakkaishi/Seimitsu Kougakkaishi rombunshuu · 2006

A low-pass filter is applied frequently to finite length data. Because of this finite length data, unexpected vibration which is called an end-effect occurs at the end of data as an output of the low-pass filter. To solve this problem, a spline filter which uses a smoothing spline has been proposed. The smoothing spline is one of the natural spline functions that interpolate given data most smoothly and minimizes a bending energy of its function. By using a natural boundary condition of the natural spline, this paper proposes a natural spline filter that generates no end-effect and is applicable to low-pass filters with different various transmission characteristics. A few experiments demonstrate the effectiveness of the natural spline filter for the reduction of end-effect.

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