phasis"><em>n</em></span> is simple: As high as possible given your
      speed requirements (larger <span class="emphasis"><em>n</em></span> implies a longer filter and
      hence more compute), balanced against the danger of overfitting and averaging
      over non-stationarity.
    </p>
<p>
      The choice of approximation order <span class="emphasis"><em>p</em></span> for a given <span class="emphasis"><em>n</em></span>
      is more difficult. If your signal is believed to be a polynomial, it does no