DATA SMOOTHING AND DIFFERENTIA TION PROCEDURES IN BIOMECHANICS

Graeme A. Wood
Department of Human Movement and Recreation University of Western Australia Nedlands, Australia Studies

"When you can measure what you are speaking about. and express it in numbers. you know something about it." (William Thomson, Lord Kelvin. Popular Lectures and Addresses. 1891-1894)

INTRODUCTION
The Problem
In many scientific fields a continuous process is measured at discrete oints and, on the basis of these observations. the scientist attempts to xplain the nature of the underlying process. These observations are, hawver, usually prone to error. and the scientist-can ~ faced with the dilemma epicted in Figure I. . . Clearly in this example additional observations, either at new points in t , 'r at the same points (thereby obtaining an estimate of the magnitude of the
'he author gratefully acknowledges the valuable advice of Dr. Les Jennings and Dr. ohn Henstridge of the Departments of Mathematics and Biometrics, The Univerity of Western Australia. during the preparation of this paper.

Data Smoothing and Differentiation
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measurement error), would help to resolve the matter. Or, if some a priori knowledge were available concerning the nature of the underlying function, the problem would be simplified, but certain model parameters would still need to be determined. Fitting an empirical equation to data is usually done as a basis for theory development, or as a means of obtaining new measures. Examples of the first instance would be the identification of components in a muscular fatigue curve (44), establishment of a force-velocity relationship (38), or analysis of human growth curves (73), while prediction of future performance records (55) and determination of velocity and acceleration from posi-

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tion-tirne data would be examples of the latter instance. In all instances. scientists attempt to obtain the simplest representation of the data that adequately describes the underlying process. while eliminating from consideration data scatter arising from experimental errors. This process is usually referred to as "curve fitting" or "data smoothing." Measurement of internal and external forces and the motions arising from them is fundamental to the study of biomechanics. While in many instances a biomechanist may only be concerned with the measurement and description of motion, this is not an easy task, for animal and human movement patterns can be very complex and the measurement process is quite error-prone. Typically. body position is recorded at discrete points in time, and other kinematic variables (velocity and acceleration) are obtained by numerical differentiation. When measures of the causal variables (the muscle and joint forces) or of the segmental and whole-body energetics are required, they cannot be determined by direct means and must therefore be derived from measures of body motion. This inverse dynamics approach evolves from the Newtonian expressions 2:F = rn : a

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That is, the resultant force (F) and moment of force (M) acting on a body of known mass (rn) and moment of inertia (1) can be indirectly determined from its acceleration behavior (a and a). This calculation requires not only accurate measures of body motion. but also estimates of body segment parameters (15). ;:' Instantaneous acceleration of a body can be produced by direct methods through the use of electromechanical devices (accelerometers). or, as mentioned above. by double differentiation of displacement-time records. The direct approach suffers from the disadvantage that absolute body position cannot be readily determined (62) and fixation to the body is difficult. while numerical differentiation amplifies small errors in displacement-time data to an extent that is alarming. as the error can occur with relatively high frequency (5, 14,49. 95). To illustrate the differentiation problem. consider a sinusoidal motion of frequency f as depicted in Figure 2a, with some added measurement error in the form of another sinusoid of frequency lOx f but of one-tenth the amplitude. In communications-engineering parlance. the signal-to-noise ratio is 10: I. Upon differentiation, the noise is found to.be of equal amplitude to the signal (Figure Zb), and when differentiated twice, it becomes 100 times the signal value (Figure 2c). That is, the amplitude of the first derivative is proportional to I, and that of the second derivative is proportional to fl.

* Information

on body segment parameters

can be found elsewhere (61).

Data Smoothing and Differentiation

311

Since the process of differentiation preferentially amplifies higherfrequency components, the motion analyst is presented with a problem, for human movements are generally.of low frequency (8, 95}, while measuret· ment errors span the whole frequency spectrum (see Figure 2d). Therefore, the biomechanist not only seeks an empirical function that adequately describes the processes underlying displacement-time data. but also tries to minimize the effect of measurement errors that will destroy the validity of derived measures. To this end various procedures have been employed in biomechanics. as this paper will show. While this work was written from a biomechanist's perspective. the material is equally applicable to any area of the exercise and sport sciences where data smoothing/curve fitting and differentiation/integration procedures are required. Before proceeding. it is useful to consider the nature and sources of error. for much of the problem lies in the manner in which experimental data arc gathered.

Sources of Error
The sources of error associated with the gathering of displacement-time data are numerous and often mentioned by investigators, but there have been few reported systematic studies of measurement errors. The following list. compiled from several references (39, 66, 86, 95, I07). details some of the potential sources of error associated with displacement-time data obtained by the methodology most commonly used in biomechanics. i.e., cinematography. Error sources include misalignment of the camera; perspective error due to objects (subject or scale) out of the photographic plane; stretching of film or imperfect registration of film in camera or projector; movement of camera or projector; distortion due to optical system of camera or projector; graininess of film; movement of body segment markers in relation to joint axes of rotation. either through skin movement or axial rotation of the segment; precision limits in the digitization process; errors in recording temporal and spatial scales; and operator errors of judgement and parallax in locating joint axes of rotation. Some errors arising from these sources can be described as systematic in that they introduce consistent biases into the data. Such errors include image distortion. inaccurate scales. and placement of body markers. Systematic errors can also result from drift in a body marker's position with respect to an anatomical landmark. or from an analyst's faulty perception of where an anatomical point or joint center lies (these factors co-vary with movement). Such errors can only be eliminated by adherence to sound cinematographic procedures (61, 72), adoption of 3-D filming techniques (61, 87), or adequate training of personnel. Data smoothing will seldom help in this regard. for the apparent trends introduced into displacement-time data through systematic errors are usually of a lower frequency than the real motion. i.e., less than 10 hertz (Hz).

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The differentiation problem: (A) a noisy sinusoidal signal; (8) first derivative of pure and noisy signal; (0 second derivative of pure and noisy signal; (0) typical frequency spectrum of displacement signal (solid line) and measurement noise (broken line). Higher frequencies are preferentially amplified with differentiation. which presents a problem in

0.Data Smoothing and Differentiation Figure 2. .It1E D .SI6NAL CD2Y-S E c o N I) I) sa 8 E R A T I V I V -.• fRECUENCY SPECTRUM Of SIGNAL AND NOISE (0) 0.. 11 1.-. fO fll o 4 • fREQUENCY IHZI data that higher frequencies ment errors. ._ ..' v.-------~------~------~------~------r_------r_------r_---_. - . . ~ _.. . -_ . 158 5 188 SIGNAL + NOISE 31J (C) <T 1 ----. -4. T... ---. -. in displacement are predominantly measure- .. Continued.- - -&8 E -188 -168 8 I.. .0 p o '"' -D •• R 1-1 L •• G 1-1•4 o I "'-.~ '-. .

. polynomial and trigonometric functions have been fined to displacementtime data and then explicitly differentiated. The dependence on high-speed digital computers evidenced here has.A.0 mm) was assumed to be caused by image distortion. However. this error becomes much bigger. 51). These procedures have "Electrical interference and analogue-digital conversion software noise (50). but the extreme computational time involved subsequently led to the application of numerical methods (59). More recently. In one of the few reported studies of measurement errors associated with cinematographic analysis. even with on-line opto-electronic and TV systems (32. coupled with the time-consuming nature of film analysis. Historically. however.314 G. These attempts were based on finite-differences calculus and gave the derivates directly while providing a degree of smoothing. and have become increasingly sophisticated with the advent of high-speed digital computers and a growing demand for detailed information in the human engineering and medical sciences. kinematic data were obtained by graphic means. has encouraged some biomechanists to explore alternative methods of motion analysis. or electronic displacement transducers directly attached to the body (57). McLaughlin et al. ± 1 mm was the random error introduced by the precision limits of the digitizer.96). Random errors are usually assumed to be associated with the dependent variable (displacement) and to be normally distributed with a mean of zero and variance M12. Considering the various sources of random error listed above. When the additional uncertainty associated with the location of a subject's joint centers is introduced. Wood Displacement-time data are also susceptible to random errors arising primarily from the digitization process. and to some others as well. it seems reasonable to assume that the additive result would be normally distributed (central limit theorem) and independent of the "signal. led some investigators to the use of simple moving averages which define a smoothed point in terms of a weighted sum of itself and near neighbors.0 mm (the average absolute error) in real life. the data are still susceptible to those errors listed here." NUMERICAL METHODS FOR DATA SMOOTHING AND DIFFERENTIATION Various methods for data smoothing and differentiation have been used in biomechanics." which is assumed to be some unknown deterministic process. Sports biomechanics has also emerged as an area demanding accurate measurement to permit subtle distinctions between high-level performers. Of this measure. (56) concluded on the basis of repeated measures of known distances that a point could be located to the nearest ±3. and the differential (±2. although initial attempts were not at all promising (23). Such inaccuracy.

Clearly.Data Smoothing and Differentia/ion 315 recently evolved into the more sophisticated form of low-pass digital filtering in which the degree of smoothing can be explicitly stated in terms of a frequency cut-off for the separation of signal from noise. together with a commentary on their use in biomechanics. _±_h)__-::-_l_(l_) dt Hit h In terms of Figure 3. .72) and are undoubtedly used in noncalculus approaches to the teaching of kinematics. and very subjective. is found in PRo which is given by the formula dy . there have been few reported instances (9. highly error-prone (78). for some unknown function f (of time) is represented by the slope of a tangent at that point (see Figure 3). will yield acceleration-time data.-h) is referred to as a first central difference. and simply states that closely approximates intervals. While these procedures are outlined in several biomechanics monographs (31. f(t. the slope of the chord QR more the slope of the tangent at Q (t = t. involving successive determinations of the slope of a smooth representation of a velocitytime plot.23. + h)-f(t. Graphical Methods The derivative at some point Q on a curve y (y = f(t». Later sections of this paper will compare the various procedures and make suggestions for the choice of an appropriate data-smoothing procedure. the time-derivative of positional data can be obtained by manually plotting the data. Finite Difference Techniques The derivative be defined as f' (t) of the function y = I(t) at some specified point (t. . A second application of this process. and measuring the slope of tangents to the curve at the points of interest. A detailed account of the mathematicarbasis underlying these procedures follows. drawing a smooth curve through the plotted points (line of best fit). this method is tremendously time-consuming. as h approaches zero.) can d y = f' (U = li m !_U. Thus. however.~ f (tJ=---~----------~--dt 2h (2) where f'(t.).f(t. a the slope of the chord (I) this expression represents the slope of the chord QR. For finite time better approximation to [he derivative at t. 43) of their application since the advent of high-speed digital computers.h) -. + h) .61.

Graphic representation of a derivative as the slope of a tangent to a curve. can be similarly obtained using (3 ) . As h approaches zero. central differences ["(t). but in reality a better approximation is given by the slope of the cord PRo The second derivative. J.f/ood y = f (t) Slope of tangent . the slope of the cord QR more closely approximates the true derivative value. h ti+l h _.316 y G. l. at point t.dt I I h h t. I l. I I I t ti-2 ti+2 Figure 3.A.t.-2L .

. h to use the relation In order to differentiate p(t) it is necessary p'(t) - = p Tu) du dt =! h p'(u) Thus. becomes p(t) = f(t. for simplicity..) + df_(!J u + Q_J1!J u ' + _d.. + h] and. 2... 2d1f(t.lf(t.--hI! and p"(O=_I{2d f(t.Data Smoothing and Differentiation 3/7 These approximations are equivalent to passing a second order (quadratic) interpolating polynomial through the three points P. H) (Stirling's formula) The first three central differences as ':. } (6) h2 2! *Strictly speaking.:TI~J . (t) = --. To obtain an approximation for .(u. k = I.2f(t. To demonstrate the equivalence of this procedure to that outlined above.t.lfi_!i)[u+(u-I)+Ut-{u-t-I)+(u-I)-t-(u 3! + I) + .) = f(t.. we let u= t_ ..a1t + .). con1 sider an interpolating polynomial p(t) = ao + alt +. the first and third central differences differences. when written as a Taylor series expansion with finite differences replacing successive derivatives.l '". shown here are averaged ...-l d1f(U = f(C + h) . df(t. See (103) for a more formal approach..) + f(t.r(C +h -----·-r----.1)( u +. while laying a basis for the understanding of finite difference formulae used by biomechanists..) 3! [ u (u -I ) -+. 6 kf(t. and R. Q..) 2 1 {df(l. + a". u + --- d.. p . which. can be defined + h) .) +.) 2! .1 )(u u(u I! 2! 3! + I) +..u (u t I ) +. 3 .the m'" derivative of f(t).I) t··· } (5 ) + d. at least an rn " order interpolating polynomial is necessary.

~_ht] (tJ) =~-~ [ dlf(C)] I [f(t. a thirdorder (cubic) interpolating polynomial is obtained.oj ) for the first and second central difference terms in Equations 7 and 8. ] J (7) r p " ( t.+ hl h) .e . and thus Equation 9 takes the form ru. + h) )h Ih f(t.. (i. ) = I [ dz I (t) hl ' '" (. [ p " (t. - ~'-l .f.. can be found in the work of Southworth and Deleeuw (84).) + ------3! f- + .2f(t. isjrssociated with each observed datum. ~ 11) + t.) + ~.) By substituting = ~ [ df(t.) = f(L_~ hl~ f(t. Q. implying that a fourth-order polynomial passing through a point and its four nearest neighbors will yield a more exact value for the derivative at that point than a quadratic passing through the same point and its immediate neighbors will.)+f(C . The error in the derivative of an m" degree interpolating polynomial is of the order h"'.'()od p ' (I.) + 0] ~i. y" better approximations are available through the use of similar formulae based on a larger time interval.) h + 61f(t. By retaining the first three central difference terms in an expression.. u = 0) G.) (0) t?~-U(-l) 3! d1f(t. However. and R in Figure 3 can be found: p Tt.~. f. at point t = I. from a second-order interpolating polynomial passing through points P.A.. based on central difference interpolating polynomials up to the fourth order. y. Expressions for all derivatives up to the fourth.h)] (I()) These expressions are identical to those obtained in Equations 2 and 3. = f(t. it must be remembered that the interpolating polynomial provides an exact fit.) =-L[df(I. The quadratic interpolating polynomial provided the second-order central difference expressions evaluated by Felkel (23) in his early research on methods of determining acceleration. expressions for the derivatives at t.order (quartic) interpolating polynomial is obtained by retaining the first four central difference terms in the derivative expression. and when some error..318 Now. That is. while a fourth.

Felkel (23) found that smoothing data graphically and then applying finite difference formulae to obtain time-derivatives provided reasonable estimates of known accelerations. Thus. finite difference expressions have been found to behave poorly when applied directly to noisy data (23. an expression for this low-order polynomial can be derived in such a way that it represents an analytical line of best fit.p(U] i=} n 2 IS a rrnrumum. the time span over which calculations are based (value of h) should be commensurate with the error magnitude (23). - as I "[ y.. This procedure.' For this reason.Data Smoothing and Differentiation 3/9 where the left side is the actual derivative calculated. Ihereby decreasing the accuracyof the calculated derivative. the partial as/aa as/aa". differentiation formulae mental data where Approximations of exact data and the applicable to experi- methods for the interpolation so obtained are not readily f(t) = p(t) + ~ Therefore.. ignoring the error ~ in the empirical data.. must be zero. Generally. a lower-order polynomial can be chosen to approximate the underlying biological function. 70. that is S = L (y. m equations normal equations) which. . requires that the slim. 71. of the squares of the deviations be minimized.:.. called the least squares method. More recently Pezzack et a!. 69). For a polynomial rn . can be obtained (the yield the coefficients . Furthermore. .a. when solved simultaneously.. of degree S n =. l •. (70.. 93) and better derivative estimates are usually obtained by smoothing the data first (27. rather than fit a polynomial pet) of degree m through n data points where m= n -1 (the interpolative case outlined above). .a2t. 71) advocated the use of first central difference formulae following the application of a smoothing digital filter.t. For example. It can be seen that small values of h can produce a large error term (small denominator). derivatives a s/ a a. i=1 am!' .92. These authors also suggested that a posteriori smoothing of finite difference derivates could produce acceptable results although it has been traditional to smooth data first.. this expression 1 can be written .au . whereas the direct application of numerical methods (Bessel's and Newton's formulae) had to be rejected. S. Least Squares Polynomial As mentioned earlier.'J1 - Jl and for this function to be a minimum.

) in the same manner as the finite difference formulae are applied.+I) line) approx- This formula is derived from a first-order polynomial (straight imation to three consecutive data points having the form yet) = a.U(t. = YJ (y.... 58.. or to a small number (n = 3 -9) of data points at a time (see Figure 4). and a.29. and = y. 106) to fit low-order polynomials (m = 1 -7). The latter is a local approximation technique. namely rv y. in that a polynomial is fitted successively to n data points (I.• am for a least-squared fit of an polynomial of degree m to a set of n empirical data. Once an expression for the polynomial is found. 67. = -1. + a. either to N total data in the series (n = N). as = 3 the ordinate i= I ~ i=l·· "<f 3 3 3 ao. Yi • for a study at forces in jumping.t. A simple illustration of the least-squares local approximation technique is seen in the three-point moving average formula used by Smith (82) to obtain smooth displacement-time data.1 _- aa.a. has the partial derivatives . Ja. a" ..a. 3.-. t + a.. 2.a. i=l i=l i= I that is 3 3 + a.a. 2.-2 = and aau I (y i-aU .. 3. Wood au. scaling values to 1.0.A..4 . and is often referred to as the moving average or moving arc procedure.320 G.. = + Yi + y. n + I . timederivates can be easily obtained by analytical differentiation of the approximating function..~-~.a. U( 1) = 0 i=1 3 -2 I (v. L t~ = Ley.16.tl Yi>J -Y i-I ..l.) ' i=l which. t The least-squares function that is minimized is (11 ) 3 S = I (Yi . . for convenience. + Yi + y.. I L = I y. etc.) = 0 i=l rearranging these equations. . with respect to coefficie nts a. and. These procedures have been used by numerous researchers (10. za.. .. n .

be differentiated twice. and for this reason second-order polynomial least-squares fits have been more wide-ly used in biomechanics (16.(5Y"1 + 2y. - 2Y.. we have rv 32! II and evaluating at the mid- y.63-65.Data Smoothing and Differentiation Finally. Both authors.17.81.n + I smoothed values are obtainable from central formulae.thus rv y(C-l) = au + a._I+ 6h---Yi+1---2Y. and auxiliary formulae must be derived to obtain smooth values at the endpoints.i. .+1 + 2Yi+2 -----7~---- ----- (14) The derivation of these formulae can be found in Wylie (103) and LanCLOS (48). however. 1- Yi+l) (-I) = 1/(.2y.91).1_±~Y~+~ 100h 1 (15) Only N .y.." = ~l::i_4_ __-±-_4Y'. = au + + y._I).68.. . In the case of the first-order least-squares polynomial derived above.-cl9i'!-=-1Y'·_I_±__Yi~_:_t_41'~.+_1 (12) 35 while the smoothed are given by value of the first and second derivatives at the midpoint NI yi = -2Yi-2 ---I -Y. = 1/. this process simply requires that Equation II be evaluated at 1. + Yi+I)-t-O The above expression cannot. namely which.58. (y. = -I orl.-2 .d + I~(y..:L_±-Yi-2_-=-4Y. in Equation point (C = 0). point out that a smoother second derivative can be obtained by a reapplication of Equation 13. substituting for au and a.3'y-::_2__±_J_~y'-_I_± __lb:~ 1)~~-=_3_X_. formula in terms of displacement data values.+ ---- (13 ) and rv '~ y. becomes the nine-point y.tl . The equation for a second-order least-squares approximation to five data points is YI = . .Yi-l . all.y. = Y'(Yi_1 + Yi + y. however.

::: 'J V" = 0 o.l E <lJ l-.......:j u <lJ 0 J1 c..::2 c: .l J: !:lIJ ~J .: II '" o. = c. w E c: E0 = V . if) iF) .I ~ . 0 C>J c.f/ood . > C>J o. 0 0 o... o.. .0 "0 V »E ... <t: IN]'J3JVldS I a ro 0 Q .. .....:j ro ...J + '" ::J :::r c. 0 ..... 0 V .. ::.. 0.. C... V"\ .l V": U ... ro u !:lI) UC <= ir: 0.. ..0 '. E 0 .. ::J r.J E 0 0 LLJ xr v: :::l <lJ :J <lJ 0 Q) ~ :> >:: n:! + .A. n:! c = ~= c: c..... -::J o.- . u 8. . ~ E 0 :> ........ .0 0.l mcE :J 0 CJ" VJ . t:: '~ 0..0 o.::: <Jl <l) <l) 0 't:: 0 c-.o...l = N Q) I)() ........ ~ ..322 G.::: ~ 'o. ..0 0 ro m ... >.... V . c-. E .l :J rj 0.l >.~ ~ C>J ::J . 0 <lJ .... ::J c: CJ" 0 V> 0 -:::l ~ u V l-. J.... 0.... :l 00 u..::: E c..J ..l '" eo 'rl rl rl '" 0 III V <l) ro ro C>J '1:J -< V c <lJ 'J r.l oIJ C ('... '7 <lJ l-.. ~ .("l ~ . 0 .: ~ 0 l- ../J c 0 c cr J: 0 0 u ::J t:: -:::l ''::J ro V c: cr: c: '......:::~ V rj c: E <lJ <l) E ::J u 0 (J E E rj "D ro ..::: ~CQ_ ._ .

.. ~ nl c: II) u ....... o o . ..... ru " ~" ....... ... ... . ..... 1::"1 -o + M ro ""' + ""' N ..... .. c:~ u . ..........~ .. e ... -... I:: "I .. .... ' . ( \ I i i .. o 1::"1 . ra . I I "" ...... + rn ""' . .... ' III .>- ::>~ >..... N "" .. \ . 0 U I:: '". + ru . I:: . . .... ra u rn Z ra U I:: ................. + ru ra . ra . ....... + ra 0 .r< . "......... <f.J 0 ~ .... c: ra u+ N .:l . . i / .... \ ..... .... + ra ~ . .. -... c-.......... a ..... 0 . '.... III ~ . m N ..... . U ... ::.. " 6- ra '-' . '....... I t• I' ·l ..... IN3W3JVldSIG .. ....Data Smoothing and Differentiation LI1 . ..... ..... .. + + rn -" t0 .. 0 . s.. c: + 0 :l ..... ::... + III . ". ~ u . " .. c: c...... + . ... \..... '0 ra 0 :l .. I:: :l + ..

Hershey et al. the number of data points (n) to include in the smoothing and differentiating formula.. Two force platforms were also used to obtain an independent measure of the sprinter's horizontal acceleration. A similar validity check was conducted by Cavanagh and Landa (17) during biomechanical analyses of the karate chop. In this instance. however. A large n of 7 or 9 may be necessary when significant error is present in the data. I + y. Similar auxiliary formulae can also be derived for the interpolating polynomials outlined earlier based on forward and backward finite differences (84). Similarly. The popularity of local least-squares approximation techniques has undoubtedly resulted from their simplicity of application. A central formula can then be applied.) + I:(y. Rationales for an appropriate choice of n and £ are less available. but. and most-error' was observed in the end part of the curve.y. and £) to cinematographic data representing the horizontal displacement of a sprinter's center of gravity during a standing start.324 and rv G. +. Decisions must be made. but will tend to over-smooth. the ninepoint formula (Equation 15) was used to obtain accelerations from displacement-time data collected by means of high-speed cinematography.i. Gagnon and Roderique (26) applied least-squares approximation formulae (using various combinations of m. and resulted in a mean error of 21 % when compared to the force-platform measures. While a least-squares approximation polynomial provides the same degree of accuracy over all data points. and outline an analysis-of-variance (ANOY A) approach to determine whether a polynomial of degree m + 1 provides a significantly better fit. Wood y(t. •. For this reason it is often better to record additional data points outside the time interval of interest (56). . without recourse to large digital computers. in applying these techniques to physical chemistry data. and the number of repeat applications (£) of the smoothing algorithm prior to the use of the differentiating formulae. Considerable discrepancy in both amplitude and phase was . unlike the above formulae. n. The authors reported that a single application (£ = 1) of a cubic polynomial (m = 3) to five data points (n = 5) provided the best basis for estimating the second derivative. suggest that an appropriate degree of polynomial is m ~ 3.Zy. and comparisons were made with measures obtained directly from an accelerometer.tl)= 1/1 (y. (37).A. The second derivative was obtained through the application of a second-order (m = 2) differentiating formula identical to that described in Equation 14 above. a loss in accuracy results. as to the degree (m) of the approximating polynomial. The film data series was not extended prior to smoothing and differentiating.1 f-- y.) (I) = l/d5y. repeated applications of the smoothing formula will produce still smoother data.+I) 1- y. it should be noted that outside this interval the function departs to plus or minus infinity. Both smoothed data values and time-derivatives can be obtained directly from experimental data. following which the additional points are discarded.

This problem will be discussed later.2/.-I)J are frequently used in biomechan- . a more rational choice of m can often be made.60.47. it is unclear whether the displacement data series was extended. In fact. Decisions as to the most appropriate value of m are usually made on a trial-and-error basis (72). one of the appealing aspects of local approximation techniques is their computational simplicity. the solution to the set of normal equations being readily accomplished by high-speed computer. that is rather than as a power series This procedure has a distinct advantage in that when m is incremented. although when something is known of the underlying function.Data Smoothing and Differentiation 325 noted. Again. 36) or an examination of the residuals (40) can be used to determine whether a polynomial of degree m + 1 provides a significantly better fit (see Figure 4). The Chebyshev polynomials [where Pm(t) = cos (m CO. For this reason Allum (2) advocated the use of a least-squares cubic numerical differentiator that only relied on n current and previous data values (i. either in terms of the number and ordering of maxima and minima (26) or its theoretical basis (92. a recursive formulation). probably because of the generality of approach and the accessibility of computer programs for this purpose.e . 77. As mentioned previously. It has also been suggested (49) that the sampling rate in this study (200 fps) was too high for the inherent inaccuracies in film data. Appropriate values for n and the sampling rate were based on the highest frequency for which velocity was required. However. only one new coefficient need be computed (rather than m + 1). for equispaced data. When computing successive polynomials for increasing values of m. which is particularly important in measurement and control systems when on-line differentiation is required. and the solution for high-order polynomials is generally more stable (/9). been widely used in biomechanics (6. This global approximation technique has. much time can be saved by expressing the approximating function in terms of a linear combination of orthogonal polynomials. and the authors doubted the suitability of this local approximation procedure. Pm(t). tables of coefficient values for a small range of m and a reasonable range of N have even been published (20).. in the past.72. The procedure requires only that the user specify the degree m of the polynomial.'. which may have -been "important in view of the rapid changes occurring during the last 25 milliseconds (5 data points) prior to contact. 93). 104). An alternative to the local approximation approach is to fit a single leastsquares polynomial to all N data points. a statistical test based on ANOY A procedures (25. and corrections for amplitude and phase distortion were included as part of the algorithm.

when derived values depend not only on the accuracy of segmental displacement-time data but also on the accuracy of body-segment parameters (segmental masses and center of mass locations). cross-spectral analysis). various statistics have been used to represent the amount of agreement between two acceleration curves. Gagnon and Rodrique (26) indicate that more valid estimates of an acceleration curve containing two . And in a comparative study.326 G.94. Mean errors.5% and r = . but these elaborate procedures seem unwarranted in view of the relative simplicity of human acceleration patterns. Another shortcoming of fitting global-polynornial approximations to biomechanical data is the inability of these functions to adequately fit regions of varying complexity within the one data series. Similarly. Several researchers have determined the accuracy of results obtained through the application of global polynomial approximations to experimental data. and by Lamb and Stothart (47) (mean error = 3. cross-correlation. 93). Roberts et al. When the underlying theoretical function was parabolic (in free-fall situations. close agreement between instrumentally recorded ground reaction forces and those predicted from numerical differentiation of smoothed film data has been found by Roberts et al.. I04). Such resolution could be obtained through time-series analysis (e. (71) noted that "a single polynomial curve does not completely describe the whole action. The latter are clearly inappropriate statistics in that they use a probabilistic method to examine a deterministic process and furthermore. and it seems unwise to preempt the fundamental nature of the derivati:res during the smoothing process (13). '" . As their name implies. assume independence between observations in a time series.g. Second. arc more appropriate. and several studies cited previously (17. for vertical jumping). while su ffering a disadvantage in that no test of significance can be applied. by Miller and East (60). including mean errors and product-moment correlations.23.A. While a quadratic fit to displacement-time data is entirely appropriate when the acceleration is known to be constant (as with a freely falling body). and many investigators have found "eye-balling" to be a perfectly satisfactory measure. Wood ics (12. These studies. orthogonal polynomials also provide a set of statistically independent coefficients which can be used for tests of comparison between curves. errors are confounded and it becomes difficult to evaluate the performance of the differentiation process per se. respectively. 92." while Miller and East (60) reported some loss in intrasubject sensitivity.26). highlight some of the problems associated with validating acceleration data obtained by the double-differentiation procedure. such a priori knowledge of body motion is seldom available.4. good smoothing and different iation was achieved (52. the algorithm and FOR TRA N program presented in Kuo (45) often being adopted. although discrepancies in amplitude versus phase are unresolvable. (77) (mean error for a kicking action was 6070). A major limitation of global polynomial approximation is that the choice of m (the degree of the function) predetermines the order of the derivatives since the k " derivative of a polynomial is always of order m-k. First. for example).

the resulting cubic spline function consists of n-I cubic polynomials. 2 . where p. although strategies exist for the optimal placement of knots (76) based on an iterative analysis of residuals. Alternatively.76. the Reinsch (74.. unlike a global polynomial. the required accuracy of the fit (least-squares criterion). in flexion points should be close to the knots.1 continuous derivates ensures that it is smooth in itself but.Data Smoothing and Differentia/ion 327 maxima and one minimum can be achieved through the application of local polynomial approxirnatjons. and satisfying the continuity n) condition = P7+1 (x. all of some low degree m. ensuring that there are at least four or five points per interval.=: spanning an interval p. When m equals 3 as is most common. . When there are enough data points (Wold suggests 10-15 points between each extremum and/or inflexion point). 2.(x) Xj_1 ~ t < x. The term "spline" has its origins in a pliable strip of wood or rubber used by draftsmen in patterning curves. and 4.): (k = O. j = 1.. that are "pieced" together at points in t called "knots" (x.75) method can be employed.. and the accuracy of the experimental data is fairly well known. denotes the k " derivative of the j'l! polynomial piece. 3. on the basis of experiences with spline functions in the field of physical chemistry. each of the form :. Splines A spline function consists of a number of polynomials. or one inflexion point per interval. 99). suggests the following rules of thumb: I... I. Detailed descriptions of the mathematical formula of spline functions can be found elsewhere (22. The last specification can pose some problems. extremum points should be centered in the intervals.: j I. when it was shown that a spline function was the smoothest of all functions for fitting N data within specified limits (30). The condition by which the function has m .. there should not be more than one extremum point (maximum or minimum). its "piecewise" nature enables it to adapt quickly to changes in curvature. one need only specify the degree of the spline. n) and joined in such a way as to provide a continuous function g(l) with m -I continuous derivatives. .30.2 . There should be as few knots as possible. This need for an approximating function that can fit data in different-regiens of time with varying curvature has led several researchers to explore the utility of spline functions.. and the number and position of the knots.. In general. but the mathematical form was popularized as an approximation procedure during the 1960's. 2. Wold (99).

An important observation made by these investigators was that the least-squares criterion (parameter S in Equation 17 above) could be continuously varied with spline functions.. are based on film measurements of known objects in space. In the above study. 99). 107). Zernicke et al. This property of spline functions provides a useful way of testing for overfit. tI [g (l)Jl dt II ( )6) subject to a least-squares constraint 2 ~ i=ll ~ rg( t.y] dy. when there are few data « 25). 102. the dy. "".. (107) noted. versus 4.6. spline functions display a remarkable sensitivity to over-fitting in that the second derivative quickly degenerates as S approaches the random-error level. or the time interval is far from equispaced. a spline-function fit can be more finely tuned than a global-polynomial fit. while Wahba and Wold (88) present a numerical solution for the optimal value of S. and used the more appropriate value? of S = N for cubic spline '. However. thereby piecing together N -) polynomials in a manner that ensures that a smoothness integral defined (for a cubic spline) as Q= is minimized f r. viz . Hence..7 for the spline function). the Reinsch method in particular providing very acceptable results. were set to unity while S was given an initial value equal to an average standard error obtained from repeated digitizing of a film frame.83. (107) derived kinetic data for a kicking action. with one knot in each (99). j S ( 17) (I + .A.328 G. Experiences with spline functions in biomechanics for data smoothing and differentiation have been rewarding (56. The value of S was then varied on a trial-and-error basis until the best approximation to the experimental data was found.7N .) . and it is also the preferred method for differentiation and integration since it treats all data points in the same way.'Reinsch (74) suggests that natural values for S lie in the range N(l-v2lN) ~ S ~ N V 2/N). Reinsch's spline method has the advantage of obviating the necessity of deciding where the knots should be.~ McLaughlin et al. the spline method should be used with caution (22. Using both cubic spline functions and global polynomials to model the displacement-time data. Wood This method places knots at every t. the inability of the best-fitting global polynomial (of degree 5) to respond to local trends without distorting other regions resulted in an oversmoothed approximation to the force platform record (mean percent difference of 10. and compared the results to simultaneously recorded force-platform data. As Zernicke et al. (56) subsequently presenteda more refined approach in which estimates of dy. where the dy. whereas it has a fixed incremental value for a global polynomial. are standard errors of measurement and S is a parameter controlling the extent of smoothing (see Figure 5).9N. While both methods could provide an extremely accurate fit to the displacement data.

.. ......• C]J >" ir: x- N .r> "-' . I " x .Q + II III . X IN3W3J\fldSIO ..r> ~ X V ...J t: (\j ::l 0" ... ~ VI ~ 0....Data Smoothing and Differentiation 329 V ".

R m. is that gk(tl) = g'(t". It was also apparent that considerable variation in second derivatives occurred at the endpoints. Naturally. finite differences and global polynomials). unlike a cubic spline.2. however. and again the superiority of splines was demonstrated.sec. An implicit feature of the Reinsch spline algorithm.I. Insofar as spline functions have 2£-2 continuous derivates. the first and last values of the second derivative (k = 2) of a cubic spline function U = 2) will be zero and. on the other hand.2 .. Soudan and Dierckx (83) gave further endorsement to the suitability of spline functions for human motion analysis. Wood and Jennings (101). When no significant low- "Another end-condition can be stipulated. (107) in arriving at a "best fit. Programs were rerun with varying values for S until a good compromise was reached. ':' To cope with this anomaly without compromising the otherwise excellent behavior of spline functions.) = g"(L} time series can be expanded by a few points at each end. and it was evident that they adopted a strategy similar to that of Zernick e ct al. (k = l . 2£ . this procedure can be rather time-consuming and attempts have been made to automate it (46. they visually examined the residuals g(t. and showed that accurate Fourier analyses can be obtained following a preliminary application of splines from which equispaced data can be generated. consequently. The dy.330 G.e .. and while the cubic spline function was the most restrained. g"(t. m = 2f .. £ = 1.. i.a set of trigonometric polynomials of frequency below a predetcrrnrhed dnDise" cut-off. spurious inflections may arise in acceleration data close to the endpoints. or the . Comparisons were made with other smoothing and differentiation techniques (namely.) = 0.-1.. and a new spline function was fitted. Laananen and Brooks (46) examined the residuals for randomness and proceeded on an iterative basis. .e .. These authors also presented graphic evidence of the behavior of spline functions with excessive over. inappropriate values were nevertheless often obtained. were then reduced in regions where low-frequency trends in the residuals remained.. The filtering procedure required a least-squares approximation (0 the residuals by.) Thus.. Recently. while the residuals were "filtered" for remaining trends. "flood approximations to various sets of empirical data.. its third derivative (jerk) is both a continuous and a smooth function (102).or under-smoothing. Wood and Jennings (102) suggest the use of quintic splines U = 3). varying S until a unit normal deviate corresponding to a probability of 5% (within a specified tolerance) was obtained." i.)-Y(U for important trends that still remained there while ensuring that the second derivative hadn't become ragged.A. applied a runs test to the second derivative as a test of raggedness. Using a runs test. etc. 101). it can also be argued that a quintic spline function is a better model for biomechanical data since. = lJ.

n) An alternative form is the recursive or autoregressive filter. or when the second derivative began to degenerate. spline functions can be efficiently implemented to provide . and where the exponent j indicates the number of time interval shifts. In summary.. parameter S (and thus dy) is set to zero. so called because the operation it performs involves passing only the low-frequency components of a signal. the output of the filter a. can then be given independent values commensurate with the accuracy of measurement of each datum from the outset When an exact fit is required. Here. The digital filter depicted in Figure 6c. of limited frequency (41). N.z/). The dy. where the output is a simple weighted combination of a finite number of present and past data samples.. . are ""suggested when repeated observations are available (35). Figure 6a depicts one form of digital filter. Alternative procedure). and has the general form Yi Yi = LaSi-j. where a. Their extreme flexibility and pronounced local properties make them well suited to biomechanical applications. the low-pass filter. if au = a. the choice of the least-squares constraint.z " + a. whose output depends not only on present and past samples of y(t) but also on past values o(y(t}. is called a nonrecursive filter.good approximations to biomechanical data. and operates on them to produce as output another number sequence. For obvious reasons such a device has attracted the interest of biomechanists.z ? is called the z-transform of the weighting sequence and plays an important role in digital-filter design (28). = ". j=O n (i=n. or when (he accuracy of measurement varies in some definable way with time. Such a filter is depicted in Figure 6cl and has the general form . although consideration must be given to the appropriate degree of spline function. Digital Filtering A digital filter is a frequency-selective device that accepts as input a sequence of equispaced numbers y(t)..Data Smoothing and Differentiation 331 frequency trends remained in the residuals. and the management of end-conditions.z: will have a value equal to one-half of Yi-l' In a similar fashion. designates a weighting (multiplier) coefficient and Zi designates a time delay. resulting in an interpolative spline function (see Figure 5). The basic operation of a digital filter can be represented by a series of mathematical operators (a. n + 2. = a2 = 1/1• The series: auzu + a. These are shown schematically in a block diagram (Figure 6b). y (1). n + I. the simple three-point moving average presented earlier can be considered a digital filter of the form shown in Figure 6c. the "optimal" spline fit was considered found. if a.~and j = I.

for convenience. b. It is customary to decribe this relationship in terms of the effect that a filter has on a sinusoidal input of varying frequency. are determined on the basis of the desired cut-off frequency and.) = Now.c . .) = (y(t. i. yet) gam = --. The ratio of the amplitude of the output to that of the input expressed as a function of frequency is termed the gain of the filter. For example. + Y i+ 1 ] + y(C) + ytt. (D~ block diagram of a recursive fil ter. Figure 6. y(t. or "feedback. = a.. for the more familiar centered form rv_rv(Y t I) Yi - _1/[ _ /" J Y i· 1/3 I + Y. The behavior of a digital filter can be described in terms of its frequency response or transfer function. Recursive filters are said to have an infinite memory. which describe the mathematical relationship between input and output. the frequency-response characteristics of the simple three-point moving average can be readily determined by considering the input function to be yet) = sin(2nft) where f is the frequency of the sinusoid in cycles per second and t is Lime.== 'Ii (1 + 2cos2nf M) y(t) rv . while frequencydependent time shifts are termed the phase characteristic. + fit»] sin(2rrft. = Ifl).332 G. the first term here is equivalent to the input function. + fit) ] for y(t.. Thus. Wood Schematic representations of digital filters: (A) low-pass digital filler effect. (97). have been published by Winter (95) for various sampling and cut-off frequencies. substituting Yl [sin(2rrf(t.A. since the filter gain is defined in terms of the ratio of output to input. (0 block diagram of a non recursive filter (equivalent to the simple threepoint moving average if au = a.-fit) where fit is the time interval. (B) block diagram of the mathematical operation of a simple filter. recursive terms Values for the filter coefficients a.-ht») = + sin (2fdL. A specific example is the second-order recursive filter (Butterworth) advocated by Winter et al.)+' sin (Zrrf'(t." In that some knowledge of all previous data is retained in the process.) (YJ(l + 2cos2nfht)J and As can be seen.

- - _j ... -l _j -1"---z--I. I I I I Yi y (tl + 30Yi -1 Z-I I I I -- L..Yl-2 I (0) y (tl RECURSIVE FILTER . I I ~ME_EELAY __ I-I I NON-RECURSIVE FILTER --.- (B) y(t) O-""":~G ~UL~LIER r--- SIMPLE FILTER 'oY..- .. I y(t) (C) y(t) I I L I - -._j = aOYi + 31Yi-l + 3..Data Smoothing and Differentiation JJ3 INPUT (A) OUTPUT LOW-PASS DIGITAL FILTER Y")v\...-- .

g . but pointed out that several investigators have condemned these simple formulations as a result of inappropriate sampling (and thus cut-off) frequencies. Given the relative low-frequency nature of many human movements (8. When simple algorithms such as the three-point moving average are used to smooth displacement-time data and to calculate derivatives. are resolvable in a sampled data sequence (the Nyquist limit). Lee (49) presented a similar procedure for the use of simple differentiating formulae (e. For example. is the sampling rate).89. 96).54. Gain functions for other moving average formula have been presented by Lees (49). C. it approximates the type of processing required for noisy displacement-time data. 90. 42. The essential criterion here is the frequency bandwidth of the motion to be studied. While the phase shift is given as zero over all frequencies up to one half of the sampling frequency.. 94. This gain characteristic is that of a low-pass (smoothing) filter. it can be seen that the gain characteristic becomes negative at one-third C. It should be noted that only frequencies up to one half of the sampling rate. For example. . and a gain of ..7 (3dB point) at this frequency were considered adequate (which from Figure 7 is seen to correspond to a frequency of approximately one-sixth f. the recur0 *Winter (95) gives a good illustration of aliasing. the gain function can be obtained. Wood By evaluating this expression at various frequencies (0 ~ f ~ I _' L where I. it has been suggested that displacement-time data seldom need to be sampled at rates in excess of 100 Hz. digital filters are designed in such a way that the transfer function is independent of the isampling rate and conforms as closely as possible to the ideal filter. an appropriate sampling rate would be 6 x 5 Hz = 30 Hz. In most applications. with low frequencies being almost in their original form (gain ~ 1_0) while frequencies approaching one third of f. 49. 98).A.). and when f = .334 G. "optimal" sampling rates can be determined by a joint consideration of the frequency response function and upper frequency limits of the motion. if the highest frequency component of a motion were 5 Hz. when f = a the gain is unity. and indeed. Good low-pass characteristics can be obtained from many types of filters (28. This rate would place the 3dB cut-off point at the appropriate frequency (N5 Hz). Equations 13-15).53. which is often shown as a 180 (rr radians) phase shift. however. While the gain function of the three-point moving average pales in comparison to that of the ideal low-pass filter (also shown in Figure 7). The phase characteristic for the three-point moving average is also depicted in Figure 7. the gain is zero (see Figure 7). This fact indicates an amplitude reversal of components above this frequency. higher-frequency components being confounded ("aliased") in lower parts of the spectrum _* For this reason it is essential that sample data always be taken at a rate at least twice that of the highest known frequency (Shannon's sampling theorem). that rates as low as 25-30 Hz often suffice (12. which can only be determined by Fourier analysis. 95.96).1 f. become progressively more attenuated.

achieved here by sampling at approximately 30 Hz). +TT -TT 1..Data Smoothing and Differentiation 33. a judicious choice of data sampiing frequency (U can give the appropriate filtering effect (3dB point at. say.-Gain function of 3~point moving average Z {3 H FREQUENCY Figure 7. 5 Hz. .7 . Gain and phase characteristics of a simple three-point moving average and of an ideal low-pass filter.0 ". When filtering characteristics are invariant._Gain function of ideal low-pass filter .

Typically. while a 4 Hz low-pass differentiating filter with 59 terms was chosen when time-derivative information was required. (53) to formulate a filter whose length (number of coefficients) and frequency response characteristics can be defined by the user. As can be seen. and hence less computer time. 71) compared the results of smoothing by digital filter followed by finite difference estimation of the second derivative against directly obtained acceleration values. 49. (71) which is essentially low-pass filtering followed by high-pass differentiation. Gustafsson and Lanshammar (32) developed an iterative filtering procedure that used both nonrecursive and recursive differentiating filters in its processing. and 9-15 Hz (Nyquist frequency) stop band was designed by Lesh et a!. (51) used the nonrecursive FIR (finite impulse response) digital-filter approach of McClellan et al. The nonrecursive filter was designed to minimize the expected value of the mean-squares error in the derivative to be estimated. (51) for smoothing gait displacement-time data. With this fact in mind. 6-9 Hz transition band. so a recursive formulation of the "Filter that reduced the number of arithmetic operations by a factor of five ~as developed. . differentiated twice. and compared with the analogue record of acceleration.e.. 34. while the direct application of the finite differences technique or approximation by Chebyshev polynomial produced unacceptable results. Pezzack et al. also inherent algorithm of Allum (2). subject to the constraint that estimates of the k" order derivative were unbiased (i... An accelerometer was fastened to a horizontally rotating arm and 16 mm film of simulated arm motions was obtained. in rhc CU I3IC recursive . The poor phase characteristic of a recursive filter can be overcome by filtering the data both forward and backward. Lesh et al.JJ6 G. Application of a second-order Butterworth digital filter followed by first-order finite difference calculus (95) was found to give the best approximation to the accelerometer trace.. the recursive algorithm was potentially unstable. thereby providing a more unified approach to the problem than that of Pezzack et al. Digitized film data was then smoothed in several ways. A low-pass filter with a 0-6 Hz pass band. (71). The same low-pass differentiating filter with an 8 Hz cutoff gave excellent agreement to the test data of Pezzack et al. is iterated many times. contrary to the expectations of Pezzack et al.so an iterative procedure was implemented to monitor the error due to instability by comparing ceca"A growth in truncation errors occurs when the algorithm Some authors (32) suggest that this problem i. 1(2). Wood sive formulation often being preferred since it needs fewer terms to produce a sharp cut-off. Several equally acceptable fits to the Iilrn-datalist published by these investigators have since been reported (26. nonrecursive filters often have a large number of terms in their formulation. This algorithm can combine several filtering features into one operation. no systematic error due to the filter) when the input signal was a polynomial of degree m for m ~ k. 83..A. 51. (71) the use of spline functions (83. 102) including. 51 filter terms were required. However. (70. and for this reason the computational costs are high.

Cappozzo et al. (O.3m/sec1)1 when the measurement error is estimated to be (0. in radians/sec. is the use of measurement theory principles and basic functions akin to those used in the spline algorithm. for instance. non recursive-filter initial values were provided. I d 2 • W 1k+ I f == . although it was apparent that some very low-frequency error occurred. (2 k + I) where (Pk is the variance of the estimates of the k" order derivative. to estimate the second derivative (k = 2) within a maximum variance of."ux- (0. This procedure resulted in a 600/0 -70% saving in computer time. with excellent results.98). presumably due to shifts in location of anatomical markers. Thus.003)lx(IOrr):i . (71) test data set. Comparisons between ground reaction force measures during the single-support phase of walking and simultaneous measures obtained from a force platform were equally good.and co.e. . .mm ef _ (O. Digital filtering. i. processing "back-tracked" to a previous point in time when it was acceptable. T ~ d. though. if the etr9r was too large. If the error was within specified bounds.> __ __ I> --L .2 without distortion.49. despite the realistic estimates of error variance (better than 5 % in the second derivative). Gustafsson and Lanshammar (32) present a method by which suitable sampling rates can be determined on the basis of precision limits of the measured and differentiated data.. = liT . a necessary sampling rate would be f . however. is the variance of the noise of the measured data.Data Smoothing and Differentiation 337 sional recursive filter output with a nonrecursive filter prediction. (/2) "This also applies to any time-domain realization of fillers which are essentially polynomial-pass in nature in that they will pass a locally fit led polynomial or degree m ~ n .3)2XrrX5 ::::200Hz This frequency is much higher than that usually recommended by researchers (12. and of the signal bandwidth is 5 Hz (I Orr' rad/s). and care must be taken to ensure an adequate sampling rate in relation to the chosen ultimate cut-off frequency. The application of digital filters to data smoothing and differentiation obliges the user to make value judgements about cut-off frequencies in much the same way as a polynomial user decides on the degree of polynomial. is the bandwidth of the signal.. [f'(Hz) =(1)2 rr·). and recursive filtering was allowed to continue. the recursive-filter computational process continued.003m)1. requires that the data be equispaced. ::' Gustafsson and Lanshammar (32) evaluated the efficacy of their filtering procedure by comparison with the Pezzack et al. For instance. rr . and the bandwidth of the signal. Equally noteworthy.

In some laboratory situations. The major drawback is that the procedure does not provide a smooth analytical function for future computations. at least for gait. Such elegant realizations of a filter are. These authors assume that the noise spectrum is flat up to and beyond the Nyquist frequency..ll . the Fourier series provides a means of expressing a periodic function as a weighted sum of sine and cosine terms of increasing frequency: f(t) = ao + a. In this context. ( 18) =a. although residual analysis can be a useful guide to optimal cutoff. Also. with weightings based on the values of the derivatives of the function (the Taylor series). b. Unfortunately. + . + b.. etc. or a subject's on-going movement is to be perturbed in a motorcontrol experiment. Here systematic discrepancies between incoming data and model predictions are used to adjust the filter parameters -a procedure that has found wide application in the aeronautical industry. although an interpolative spline could be used to achieve this after smoothing. much of the signal power. The apparent discrepancy can be explained in terms of the theoretical interpretation of the noise spectrum given by Gustafsson and Lanshammar (32).cos(2rrt/T) n + b2cos(4rrt/T) '" + b1cos(6rrt/T) . and subsequent terms represent functions whose frequency is a multiple of this fundamental frequency. Fourier Analysis Just as a function f(t) can be expressed as a weighted sum in termsof t.. as the authors themselves point out. Some knowledge of the frequency spectrum of signal and noise is required. .. however. cos(j2rrtJT)] J=1 The first sine and cosine terms represent functions describing one cycle (2rr radians) in the total time period (T seconds).JJ8 G.J +. = 20-30 Hz. (the Fourier coefficients) indicate the strength of the j. t'. real-time processing of displacement-time data is required. computationally demanding and the advantages have yet to be demonstrated. digital filtering affords an efficient means of smoothing and differentiating displacement-time data in a way that is intuitively appealing. occurs at frequencies even lower than 5 Hz..sinf-lnr/T) + aJsin(6rrt/T) + .~ .sin( j Zrrt/T') + b . These functional components are called harmonics. however. for walking).2: [a. U100d recommended a sampling rate of five to six times the highest frequency of interest (f. t '. as for example when immediate feedback is to be given to a subject. Woltring (lOO) found adaptive-filtering (Kalman) techniques to be useful. In summary. Some sort of interpolative procedure is also necessary prior to smoothing if the data is not equispaced. (Equation 4).A. which in practice is probably not the case. no details of noise spectra are available in the literature.sin(2rrt/T) -j- a. and their respective coefficients a.

Zarrugh and Radcliffe (105) suggested that at least 20 harmonics might be necessary to adequately describe the motion of the fool. The respective weightings given to each term during the least-squares estimation procedure are indicated by tabular inset. The basic structure of these'harrnonics is shown in Figures 8a and 8b. For cyclic motions it has been generally shown that little signal exists beyond the seventh harmonic. The coefficient a. It can also be used as a direct means for obtaining time-derivative information. Under these circumstances the frequencies at which the data are analyzed have no meaningful relationship to the physical phenomenon being studied and are only a mathematical convenience. whereupon it is assumed that the data does repeat.Data Smoothing and Differentiation 339 harmonic whose frequency is j2rr/T radians per unit of time. or Fourier analysis approach in studying human movement. harmonic analysis provides an economic means of storing kinematic and kinetic data for later comparison or statistical analysis. and in other instances to examine the frequency content of human movement patterns. the independent variable. Children's gait also appears to contain more complex components (24). (f 2) computed successive harmonics for sets of displacement-time data until the variance of the residuals approached a minimum. velocities.. This approach can be generalized to nonperiodic (= cyclic) data sequences by a suitable manipulation of the data t I. However. and t is time. this corresponds to 5. Insofar as a complete time-history can be represented by a few Fourier coefficients.8 Hz [f'(Hz) = w/2n]. Several investigators have used this harmonic. in some instances to search for simple terms in which to describe motion. and can provide a useful basis for the study of normal and abnormal gait patterns (80). and then obtained velocities and accelerations from the Fourier coefficients up to that order._-n 1. Often a fast Fourier transform (FFT) algorithm is used to provide the total frequency spectrum of a time series up to a frequency equal to one half of the sampling rate (Nyquist frequency). Cappozzo et al. but the results are extremely appealing.2 seconds is equivalent to W j = j2rr/T 7x2x _-_. which for normal walking where T is approximately 1.6 radians/sec Since one cycle equals 2n radians.- 36. The appropriate equations are obtained by differentiating Equation IS: . while the manner in which a periodic-data sequence can be approximated by a weighted combination of harmonic terms can be seen in Figure Sc. and accelerations is a relatively recent innovation.2 = . is the mean of the data series. The use of Fourier analysis techniques to obtain smooth displacements. 7). Harmonic analysis has also been used to gain insight into the frequency spectrum of displacement-time data as a forerunner to the design of digital filters to separate signal from noise.

/ .:'~.'. a Fourier series approximation to a trigonometric function would be expected to be superior to a polynomial approximation. ..340 G. each weighted appropriately to approximate the displacement-time data sequence.jt/T) .. . \ \ \ .' \ s .A. \ \ -t / . successful reconstruction of an analytic displacement signal synthesized from a 4 Hz cosine function and a 12 Hz sine function. The lowest cut-off fre· quency at which the deviation of the filtered signal from the original did not exceed the known error amplitude was selected as the most suitable. being a/ + b. ': -. where the total frequency spectrum was first computed and then "filtered" through the application of a Hamming window (33).: z: uI: . (8) the first five harmonics of the fundamental cosine function.•• 5) • .'.2 j2nlT J=I n [ -ajsin(j2ntlT) + bjCOS(j2nt/T)] f" (t) = .. (j = 1.: • : I '/ . and first five harmonics. . (7) demonstrated the validity of this approach through.. power.. Tabular inset indicates respective weightings given to each Irequency component and total contribution.. \ \: . \ \ \ ". Fourier series approximation to a typical displacement-time data sequence: (A) the first five harmonics of the fundamental sine function. Bar et al. (A) fj(t) = sin(2. . though.: I " . Wood f' (t) and = . Naturally. I / .L J=1 n (j2n1T)2 [ajcOS(j2nt/T) + bjSin(j2nt/T)] A generalized smoothing procedure has been described by Bar et al.. (0 synthesis of first harmonics. \ . (7). first three harmonics. . . and showed the superiority of the frequency-domain method over a local polynomial (time domain) method. .: " f Til'( Figure 8. . 2.

I I. 'I 1 1 I \ I."""'. ..~ '. ~I \. '.. \ .\ .CO....::> <C z:: o :. O..B " \ c. .. •I I : . \ . \ \ :\ ..88 3. .'-.'. :' . _.: ' I: I:.91 0...00 0.: . \ ./""1--- Harmonics 1 .. with any errors in the time measurement being ascribed to the dependent variable. .. 2 •. I '. a...5 27 .46 5. \ I :\ \ .. : . \ O.. • .. . I I I' I •.' .' ~ / . 3 TIME A Fourier analysis approach to data smoothing and differentiation requires that the time series be equispaced . . _ : : THE (C) f(t) = ao + [a).l ./ -.._ . . I: I~ I~ \ .: : ~ <. \ \ \ \ \ " .52 1.. . . . ... Continued.. . .(2Wit/Tl] fourier Hannonic Coefficients Sine -25 :79 0.n <=I .. ". /' -----. the data are assumed to be periodic." :. .'-----.3 16..5 I I ~ z: :E: W UJ 1 2 3 - -10. .. .\ \ •I I I . •• 5) . I I : .. : .0 1. Ii :"'1.. \.15 .. (8) LIt) ) J41 COS(2wjt~T t.. . \ \ . \ \ \ \ \ : ': :. . :tt]"'4+~ I . 0.: :\ "\ "\ :I "\ \ t . I .. 25 Cosine Power 774.. .:. .. "" \ w <C _.. ... 1 \ \ I: I 1 ....Data Smoothing and Differentiation Figure 8.: I . . .:1/"••••• \. "} + " ". . _"...... Furthermore.. a situation which for noncyclic displacements . I 1 : :' : : • : -• . "..BB 1.: 1 : I :' 1: ' 1 . . . .Sin12Wjt/T) j=1 + b). .\.16 ".) :" .

Schematic representation of processing analysis approach to data smoothing.4 G.O I 1.5 c:> L A C 1.4 Sc-100THED ':'IME SERIES o 5 r f.r E M E N T D .4 t.D D.4 0.D Z.4 Figure 9.1: M E N 0.4 O.4 D. taper (and extend if FFT) o 5 P f.A.0 I.D~----~------r-----~----~------r-----~----~-----r.4 D. steps In generalized Fourier .0 0.. Wood ORIGINAL TIME SERIES Detrend.1 D.I 1-1 TIME L •• ~. TIME f.I A L C E 1.D~----~------r-----~-----'------~----~----------~ 1.O Reconstruct by inverse transform and replace trend I L.1 T 0.' 0.• 0.1 L .& '.342 1.

. j -4 -.4 f. DETRENDED TIME SERIES I 5 1. ..O 1. . D • 12 FREQUENCY 11 ra n can be achieved by detrending the data in a way that Yl = Y\" The essentia steps in this Fourier analysis approach are depicted in Figure 9.0 P R L ~ 0. .D I). ..a a .' 4 PERIODOGRAM r p o loJa E R D . 1.D~-------r------T--------~------T-~~or-----r------'-----' a.Data Smoothing and Differentiation Figure f.5 o M E N 0. L o .• a..' j -r. r 0- ... ..S -L. To expedit . ' Trans form to Fourier series and apply window -------. 343 Continued. .0 T -D. .f TIME Loti f.

. and lower-order derivatives are obtained by integration. Although no precise data are available. In essence. Wood the process. Table 1 presents computer CPU times for various smoothing and differenfiaring routines. the optimal window for filtering the periodogram (raw spectrum) of a noisy signal has a weighting sequence identical to the signal-tonoise ratio. and some additional random error (normally distributed with a mean of zero and variance of 0. In principle. Computations were performed on a DEC System-IO computer. it appears that at present.71). it was felt that it would be instructive to compare some of the currently used procedures in terms of computational cost and "filtering" efficiency . the window would have weightings close to unity. Alternatively. even in the presence of added noise. most researchers opt for a procedure that produces valid results in the context of those aspects of human movement in which they are interested.A. Hatze (34) showed that the optimally regularized Fourier approach provides excellent conformity with the data set of Pezzack et a!. either by adding zeros. but the first approach has the advantage of using the same mathematical model for all derivatives. optimal filtering of each derivative could be obtained separately. Hatze (34) adopted this approach for estimates of higher-order derivatives from noisy biomechanical data. and processing was replicated 100 times to minimize 110 and time-sharing biases. Recently. at low frequencies where the periodogram contains mainly signals. Though it would produce no definitive results. (71) was used as input. where the signal portion diminishes.05). by an odd extension of the time series. comparisons can often be less than meaningful. the window weightings taper to zero. in \vhich case the timeseries needs to be extended to some power of two (N = 2"). COMPARISON OF METHODS Given the varying mathematical bases of the smoothing and differentiation procedures discussed here. It is assumed that the signal spectra can be modelled by a function of the form and optimal vaues for the parameters b and a are found by the maximumlikelihood principle. (70. Anderssen and Bloomfield (3. a fast Fourier transform (79) is used.344 G. or as is more appropriate when derivatives are required (3). . was added to provide a more realistic test of the procedures. most laboratories use either splines or digital-filtering techniques. The test data set of Pezzack et at. while at higher frequencies. That is. an optimal window is determined for filtering the periodogram of the second derivative of the time series. In this implementation. all of which were coded in FORTRAN and accessed via the same main program.4) documented a procedure for determining an optimal window based on the regularization procedure of Callum (11).

and the Fourier analysis proceduretemploycd the optimally regularized implementation of Hatze (34). (71) being used as the criterion for' best fit.._------_. it could be argued that these costs would pale in comparison to the costs of the initial data acquisition process. . and therefore represent only a fraction of the total investment in the data. Time series extended by 20 points -.Data Smoothing and Differentiation 345 Appropriate values for the dy. S dy.-------- "Software sources are indicated in text. those used here compare quite favorably to the fast Fourier transform approach advocated by that author.---------------------.5Hz..U. Chebyshev = N N = .889 1._----_.285 2. while the digital filter was the second-order Butterworth filter plus finite-difference formulation used by Pezzack et al. _ .- Predictably the processing time required was directly proportional to the complexity of the numerical method involved. Indeed.05 . Of greater concern though is the validity of the output. The phase shifts in the polynomial function brought about by the influence of the first dominant peak in the displacement-time data are aggra- . _-. S = N).05 . In the latter instances optimal smoothing was determined by trial-anderror. And even if significant differences were noted in computing times. the analogue acceleration trace of Pezzack et al.. evidence of which is provided in Figures 10-14 (a and b). in terms of processing time._--------- ------_. The Chebyshev polynomial approximation routine was taken from Kuo (45).. (71). S = Option 2 Option I Cut-orr 3. time" (sec) ---- ------_.P. but it is worth noting that spline routines need not be as inefficient as Hatze suggested (34). hAverage of 100 replications on DEC System-IO. and S parameter (Equation 17) for the spline routines (102) were logically defined in terms of the known magnitude of error associated with the: displacement data (dYi = . some differences in the conformity of the second derivative to the analogue acceleration trace were evident.143 0.624 3.. While all procedures except that of the polynomial approximation provided good fits to the noisy displacement-time data._---_. 05. --.' Table t Comparison of Computing Times for Various Data Smoothing and Differentiation Procedures Routine" c.034 Ninth-degree dy._--- Remarks Global polynomial Cubic spline Quintic spline Optimally regularized Fourier series Second-order Butterworth 0_092 1.

and the departures to infinity at the endpoints render this model totally unsuitable in this application. The additional noise in the displacement-time data necessitated a cut-off frequency of 3.5 R A 1..0 H E T A / T l..• ..0 o /0. a time-series analysis approach was used to obtain the equivalent transfer function of each numerical process..A.346 G...0 -0.-0 =. Both the noisy displacement-time data series and the smooth approximations were transformed into a frequency domain (Fourier) series. The optimally regularized Fourier filter produced a slightly smoother.5 00 -+. and the cross spectrum of the series pairs was derived.. The gain characteristic of the cross spectrum then defines the trans- :l. More acceptable results were provided by the spline fits. "--3-'. (0 transfer function of smoothing process.. The approximation nevertheless still compares favorably with the optimal spline firs.. --- 0 "T" •• ----oT" . the second derivative of the quintic spline providing a smoother representation of the acceleration trace with little loss in accuracy in maxima and minima. whereas Pezzack et al.S GLOBAL POLYNOMIAL [NINTH DEGREE) (A) 2.Z---. (71) had found a 9 Hz cut-off sufficient to produce a good facsimile of the analogue acceleration trace in the absence of added noise. -z~ ---2 --.L . 2' TIME /SEC/ Figure 10. To gain some insight into the filtering efficiency of each procedure. but nevertheless acceptable second derivative. .---L .5 Hz for the Butterworth filler. Global polynomial approximation to noisy angular displacement data (dots): (A) ninth-degree Chebyshev fit.5 0. Wood vated in the second derivative..r-6-~-_ -2".-~ . (8) second derivative comparison to true acceleration trace (dotted line).

50 POL YNOM IAL (N INTH DEGREE) (C) 1. POLYNOMIAL '" (NINTH DEGREE) (B) \ R o / S S \ AD _ _..00 G R ~ 0... 347 L20 GLOBAb .----.50 0.2 1.----~----r---~----~----~--~ 0..-----...4 0...00 c +----=~-...2S a . .-~--..2 GLOBRL 1. Continued..6 2.%5 1.Data Smoothing and Differentiation Figure 10...II 1.0 TIME \SEC\ 2. 4 II FREQUENCY 12 16 IHZI -------------------------- 20 ----------------- fer function of the smoothing process as a function of frequency.11 3. Gain functions for each smoothing process reported above are shown in Figures IOc-14c.0 D. I -40 -80 -120~----.75 0.------r"--~--...~--.

--------- "The double (reverse) application of a second-order filter produces a fourth-order zero-lag filter with a cut-off CO.6 / R A I.r TIME /SEC/ 1. (m second derivative comparison to true acceleration trace (dotted line). The signal distortion evident in the polynomial fit is seen in Figure 10c as an amplification (gain> 1. optimal cubic spline fit.8 Hz).6 r.O H E T T A 1.' l. equal to .' Figure 11.'~ The roll-off slopes of the transfer function of the quintic spline and Fourier filter are. .O~----~----~---'----~-----r----'-----r---~ 0.5Hz). however. Wood CUBIC 5FLINE (5=.0 D.A. with the formally defined 3dB point of the Butterworth filter (2.802 of the original value (3.4 O. indicating that a better separation of signal from noise has been achieved. Cubic spline approximation to noisy angular displacement data (dots): (A.0) of low frequencies. (0 transfer function of smoothing process. somewhat superior.355) (A) Z. The transfer functions of the other procedures are very comparable and more closely approximate the ideal filter previously shown in Figure 7.2 Hz.o r.! o /0. which agrees closely. The 3dB points (300.' 0. and the very low cut-off point (3dB point = 2 Hz) resulted in a function containing little of the small detail inherent in the original data. with those functions of the quintic spline and optimally regularized Fourier filter being particularly impressive.70 attenuation) of the spline and Fourier filter-transfer functions are approximately 3.348 G.

r-----r--~--r__---r--. Continued.4 TIME \SEC\ 1.1 D.4 0.355) (C) 1..Data Smoothing and Differentiation Figurell.8 r.1 CUBIC SPLINE (5=.r__-_r---. 40 A \ R AD 0 / / S \ 5 -40 -10 -110 -t----. 0.. .355) (B) AID L p H :..8 1.1 A G ~ 0.8 1. o 4 Il FREQUENCY 12 111 IHZI 20 24 21l .4 1..0 0.1 1.8 0.0 a.O+---r----..o 0.~~~----~--__.._--_. 349 ltO CUBIC SPL[NE (5=._--r__-_.

--~ 1. For example.350 G. Similarly.4 0. the simple moving averages presented earlier would have produced unacceptable results.1 2.0 0. acceptable results can be obtained from several smoothing procedures when the controlling parameters are appropriately specified. but are restricted in that the time series must be equispaced and the procedure does not provide an analytical function upon which future computations (differentiation. integration.355) (A) 2. statistical comparison) can be based.0 H E T T A A 1. (0 transfer function of smoothing process. CONCLUDING REMARKS As has been shown.4 2. but by virtue of a mismatch between their filtering capacity and the sampling rate used in collecting the test data sequence. The finite-difference technique was not evaluated here.A. are fraught with problems and should not be generally used' for the differentiation of displacement-time data.11 TIME /SEC/ Figure 12. Wood 2.2 1. together with global polynomial approximations. .0~----~----r-----r----'----~-----r----.6 2. (8) second derivative comparison to true acceleration trace (dotted line). These techniques..4 0.11 0. but Fourier analysis also requires equispaced data. as it was previously shown (71) that without some prior smoothing this approach produces unacceptable results.4 QUINTIC SPLINE (5=.6 R / 1.2 o /0. Quintic spline approximation to noisy angular displacement data (dots): (A) optimal quintic spline fit. the simple three-point moving average would have had an effective 3dB point at approximately 9 Hz (refer to Figure 7). Fourier analysis and the use of splines fill this need. ~ Digital-filtering techniques are naturally suited to the problem of noise separation. not because of their inherent formulation.0 0.

.----y-----.0 0.4 0. AD 0 / 5 / -40 5 \ -10 -120 -+-----.4 I..--__.4 o.2 0.355) (C) L..2 QUINTIC (5=.2 TIME \SEC\ SPLINE 1.e 1. 351 QUINTIC 110 SPLINE (5=. 0.CUENCY __ ----....---.' G R ~ 0.6 0...0 2..' 2.-~~---- o • II fRF.----.e !I.0 0...... .355) (8) RIO L H R 40 \ R r .._--~r_-_.. . ... Continued.---. ZII 12 16 to 24 IHZI .----.04--~..Data Smoothing and Differentiation Figure 12._-~--.

but Jackson (40).. The Fourier approach used by Hatze (34) is one such procedure.' T / 1.I 1.1 0. cut-off frequency.• D.0 t .2 R A D / 0. Indeed such information is already incorporated in the Reinsch spline algorithm and the optimally regularized Fourier routine. FlLTER (CO=3. Second-order Butterworth filter smoothing of noisy angular displacement data (dots): (A) 3.1 Figure 13.----~----_r----~ 0.-----. While Fourier analysis is ideally suited for the analysis of periodic data and provides the most efficient means of storing the details of a time series by virtue of the small number of coefficients usually necessary. (8) second derivative (finite differences) comparison to true acceleration trace (dotted line).• 2. it can also .& 2. a threshold value above this level can be established as the cut-off point (see Figure 15). (12) have also provided approaches that can be applied to any smoothing procedure. It appears highly desirable that the procedure to be adopted can be implemented in such a way that optimal smoothing is attainable.5 Hz filtering effect.O..352 G.-----r-----r----... number of harmonics. Knowing that the trend in average residuals will be essentially flat once the random-error level is reached..0 0 . leastsquares constraint).5HZ) (A) 2. While at present choices of threshold value are made on rather arbitrary bases. Winter and Wells (98). (0 transfer function of smoothing process. these techniques involve a residual analysis in which the average error is computed for successive increments in the smoothing parameter (including degree of polynomial. O. Wood t .----.A.e statistical nature and frequency spectrum of signal and noise become available'. it seems likely that as more details on th. such an approach will be widely accepted by biomechanists. 2ND ORDER BUTTER. and Cappozzo et al.2 TIME /SEC/ 1. Essentially.0 H A T E I.

.0 0..2 o 4 II fREQUENCY 12 . 353 L2D 2ND ORDER BUTTER..2 1.Data Smoothing and Differentiation Figure 13.~-_r_--. IL TER (3.4 TIME \SEC\ f lor 2ND ORDER BUTTER.S 0....4 0.. 5HZ) (C) '.2 0. Continued.• 2.6 IHZI 20 24 28 .--__.._-__.6 r. ".D r .5HZ) (8) R 110 L P \ H R 40 R RO o I \ S 1-40 S -110 -120 +-----r---.---_.--..11 1. FILTER (CO=3.4 0.0 0. ].11 G A ~ O.

" 2..0 0. Spline functions have some added features that make them extremely useful analytical tools for the biomechanist.r_--_.6 /l.----_r----. Optimally regularized Fourier series approximation to noisy angular displacement data (dots): (A) filtered Fourier series fit. (0 transfer function of smoothing process. has application in gait analyses.----_. a camera and force platform). when different systems are used to record different kinematic and kinetic aspects (e. This approach could be further extended to the third dimension.g.6 2. would allow the two-dimensional spatial coordinates of an anatomical landmark to be processed in a uniform way that preserves the essential relationship between these variables.A. some useful generalizations of spline functions can be formulated through modifications of the end-condition constraint 185)..r o 0. Second. i = I.354 G.. 0. while parametric or cyclic splines. and .1 / O. (B) second derivative comparison to true acceleration trace (dotted line). For instance a periodic spline where gh(tl) = gk(tN).).1 1.OT-----~----r---_.2 TIME /SEC/ 1. they are the ideal interpolative function to use when a set of time histories must be synchronized in order to process data. This need may arise when multiple cameras are used to film a movement pattern. 0. be used in the more general context of a periodic data. Interpolation can also be performed on non-equispaced time series to render them amenable to digital filtering or Fourier analysis. OPTIMAL REG..0 2._--__. or when a multi-channel electronic system is sequentially sampled (multiplexed).11 Figure 14.. fOURIER fILTER (OPTION=2) (A) 2. 2 •.ry. N].... The frequency content of displacement-time also provides a useful basis for distinguishing between those properties of a movement pattern that arc individual as opposed to general in nature. being smooth curves that pass through multidimensional points [x. J/f/ood r .0 H T A R A E T 1. First.

FOURIER FILTER (OPTION=2) (8) AID P H R 40 \ R L RO o I 5 \ 1-40 5 -to -120+------.4 0. Continued. 12 18 20 %4 II 4 o FREQUENCY IHZI '2 .t TIME \SEC\ 1.Data Smoothing and Differentiation Figure 14._----~----.6 D.o~----~~~~----.0' 0._--------r_----_.0 t.1 l.--------~----r----r------.-----r_--~----.2 o.& 2.4 0. 0.1I OPT [MAL REG. ~" 355 L20 OPTIMAL REG.1 G A ~ 0. FOUR I ER F I L TER (OPT I ON=2) (C) 1.0 0._----_.

Cut-off frequency.:. w :> ~\ < ___ '-A Cut-off point chosen on basis . proceeded from assumed joint moments to the prediction of displacement-time histories by . .) Figure 15. Smoothing parameter is sequentially changed to produce more exact fit until average error approaches level of random noise (plateau effect). Schematic representation of the principle of optimal fit based on residual analysis.:. This method. etc. Chao and Rim (18) outlined an approach that permitted the determination of joint moments in lower extremities during the pre-stance phase of gait without recourse to double differentiation of displacement-time data. Given the indirect analytical methods ernployed by biomechanists in the quantification of forces and movements.A.356 G. to the imposition of constraints on the distance separating coordinate pairs that are anatomical neighbors. p. Some years ago.:. Least-Squares constraint. the problem of data smoothing and differentiation is likely to remain. A w w ~ < p. based on the mathematical theory of optimization. of random error level 11-tJ--I1-I:r--~ S MOO TH ING PAR A MET ER (Harmonic order. Polynomial order. Wood I:t:: 0 p. however.

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