Calculating information loss in a signal after smoothing?

1. What is smoothing in signal processing?
2. How do you smooth out a noisy signal?
3. What is the difference between filtering and smoothing?

What is smoothing in signal processing?

In smoothing, the data points of a signal are modified so individual points higher than the adjacent points (presumably because of noise) are reduced, and points that are lower than the adjacent points are increased leading to a smoother signal.

How do you smooth out a noisy signal?

The easiest way to smooth a signal is by moving window average. A more advanced way is to use a Savitzky-Golay filter.

What is the difference between filtering and smoothing?

The distinction between Smoothing (estimation) and Filtering (estimation): In smoothing all observation samples are used (from future). Filtering is causal, whereas smoothing is batch processing of the given data. Filtering is the estimation of a (hidden) time-series process based on serial incremental observations.