Whittaker–Henderson smoothing

Whittaker–Henderson smoothing or Whittaker–Henderson graduation is a digital filter that can be applied to a set of digital data points for the purpose of smoothing the data, that is, to increase the precision of the data without distorting the signal tendency.

It was first introduced by Georg Bohlmann (for order 1). E.T. Whittaker independently proposed the same idea in 1923 (for order 3). Robert Henderson contributed to the topic by his two publications in 1924 and 1925. Whittaker–Henderson smoothing can be seen as P-Splines of degree 0. The special case of order 2 also goes under the name Hodrick–Prescott filter.