luns
xooorx Original sampled position: Po
Po differentiated: Vo = Po[t] - Po[t-1]
Vo filtered: Vf = (Vo[t] + 15 x Vf[t-1]) / 16
Vf filtered: Vff = (vf[t] + 7 x Vff[t-1]) / 8
This is a particular case of biquad, in this case overdamped. The group delay is 16+8 samples, while high-frequency attenuation is proportional to 16*8=128. I'm not recommending any specific values, but if you went with 12+12 (critically damped) you'd get slightly better high-frequency attenuation of 12*12 =144 for the same delay.
1/12 isn't a great value to work with nor is the other example I'd give of 1/8/sqrt(2), but my gut feeling is you could get away just fine with both layers of filter being 1/8.
This relationship between delay and high-frequency attenuation can be pushed further by going to an underdamped biquad. In particular, I would want to try out something close to a butterworth filter; it can cut the delay by a factor of sqrt(2) (relative to critically damped), and boosts the wanted signal level by as much around the corner frequency.
xooorx I think the difference in peak height is due to savgol doing it more accurately, but in terms of smoothing they're pretty comparable.
I think the difference in peak goes hand-in-hand with the additional delay shown by your filter. The filter doesn't just attenuate the quantization noise but is also cutting into the wanted signal too. You might be able to narrow the difference by making your filters less aggressive and respond faster to the input.
