y = sgolayfilt (x, p, n [, m [, ts]])
Smooth the data in x with a Savitsky-Golay smoothing filter of
polynomial order p and length n, n odd, n > p.  By default, p=3
and n=p+2 or n=p+3 if p is even.

y = sgolayfilt (x, F)
Smooth the data in x with smoothing filter F computed by sgolay.

These filters are particularly good at preserving lineshape while
removing high frequency squiggles. Particularly, compare a 5 sample
averager, an order 5 butterworth lowpass filter (cutoff 1/3) and
sgolayfilt(x, 3, 5), the best cubic estimated from 5 points:

[b, a] = butter(5,1/3);
x=[zeros(1,15), 10*ones(1,10), zeros(1,15)];
plot(sgolayfilt(x),"r;sgolayfilt;",...
filtfilt(ones(1,5)/5,1,x),"g;5 sample average;",...
filtfilt(b,a,x),"c;order 5 butterworth;",...
x,"+b;original data;");

See also: sgolay