The idea of the Savitzky Golay filter is to find filter-coefficients that preserve higher moments, which means to approximate the underlying function within the moving window by a polynomial of higher order (typically quadratic or quartic) (see A. Savitzky and M. J. E. Golay, ''Smoothing and Differentiation of Data by Simplified Least Squares Procedures'').
The Gaussian is a peak area preserving low-pass filter and is characterized by narrow bandwidths, sharp cutoffs, and low passband ripple.
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