M. Itonaga, CONTROL OF SMOOTHNESS IN NONLINEAR FILTERING OF GEOMAGNETIC DATA BY AONE-PASS METHOD WITH A PIECEWISE CUBIC POLYNOMIAL, Geophysical journal international, 128(2), 1997, pp. 451-458
A smoother realized by a one-pass method with a piecewise cubic polyno
mial and a modified Powell criterion is termed a PCP filter. Since its
action is data-adaptive, the PCP filter is non-linear. Furthermore, t
his filter is also non-causal and in practice causes little phase shif
t in the output and/or residual data as long as the input data has no
dominant components with frequencies within its transition band. An av
erage amplitude response of the PCP filter for sinusoidal inputs is de
termined numerically for each value of the parameter mu, which appears
in the modified Powell criterion and controls the smoothness in outpu
t of the filter. An objective criterion for the selection of CL in the
practical application of the PCP filter is then obtained from this re
sponse. Furthermore, the cut-off frequency of the PCP filter is define
d as the first frequency at which the attenuation of the average ampli
tude response becomes 3 dB. It is found that the cut-off frequency is
a good measure of the smoothness in output of the PCP filter. This fre
quency decreases with increasing mu, meaning that the output of the PC
P filter becomes smoother and the oscillations with longer periods can
be separated as residuals as mu grows large. As CL increases, the ave
rage number of sample points between two adjacent knots becomes larger
and the computational cost increases for data processing by the PCP f
ilter.