Re: Smoothing a roughly sinusoidal signal

[Nir Krakauer]

If you already know the period of the sinusoidal error, you can use
linear regression to find the amplitude and phase of the sinusoid, by
fitting the parameters a and b in the function a*sin(kt) + b*cos(kt)
using least squares. You can fit multiple sine waves with different
periods as long as all those period lengths are known. If the error
characteristics are slowly changing, you could fit the sinusoid
function(s) using only the most recent few cycles of data, or weight
recent data more heavily (e.g. exponentially weighted linear
regression).