Natural Spline Filter for Reduction of End Effect

Abstract

A low–pass filter is applied to finite length data. Because of this, 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 a natural spline that interpolates given data smoothly most. By using a natural boundary condition of the natural spline, this paper proposes the natural spline filter that generates no end–effect and can apply to low–pass filters having various transmission characteristics.