Automatic denoising and differentiation based on Savitzky-Golay filtering and Homogeneous Differentiators for attractor reconstruction via differential embedding

Differential embedding methods aim to reconstruct attractors of dynamical systems from noisy measured time series, but require accurate estimates of signal derivatives. We introduce SHADED (Savitzky-Golay and Homogeneous-differentiator based Automatic DEnoising and Differentiation), a novel methodol