I've been using Savitzky-Golay (SG) filters for quite a while, but always on 1D data, using an implementation based on the algorithm from the Numerical Recipes to calculate the kernel (mask, ...
SAS/INSIGHT software provides nonparametric curve-fitting estimates from smoothing spline, kernel, loess, and fixed bandwidth local polynomial estimators that are alternatives to fitting polynomials.
The kernel estimator fits a local mean at each point x and thus cannot even estimate a line without bias (Cleveland, Cleveland, Devlin and Grosse 1988). An estimator based on locally-weighted ...
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