Smoothing/splining data with a limit to the slope of the smooth fit
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I have noisy data with erroneous measurements which I'm trying to smooth and remove outliers to better approximate the underlying "true" value that the data represent. I have a priori knowledge that the magnitude of the slope of the underlying true values cannot be more than a given value, i.e.
In the attached example, there's a series of measurements which are erroneous around 16:25 which violate this condition. I want a way to automatically remove those points before using pchip to smooth and interpolate the data. Is there a MATLAB function already in existence which can do something like this?
Bruno Luong on 13 Sep 2022
Edited: Bruno Luong on 13 Sep 2022
Using this File Exchange, its is not easy to find a combination of parameters to make it "works". I think it is difficult and the fit is fragile.