Optimal smoothing of 'noisy' data by fast Fourier transform

The theory of optimal filtering and smoothing of noisy data is presented. Implementation of this theory is made on the AS/7000 computer at Daresbury Laboratory. The Fortran code and examples of application on 'typical' spectroscopic data are given. The routine size is 35 kbytes and the CPU time 0.11 s for 1024 points.