Just butting in here with a fairly simple idea that doesn't get into
any filtering theory.  Basically, you would just do a weighted average
of the data points near the cycle boundary, and let the weighting
factor ramp from 0 to 100% over the set of smoothed points.

For example:  suppose <b>n</b> is the number of points in the cycle so
that (ideally) data(0) = data(n) = data(2n)...

let smoothed(0) = 0.50*raw(0) + 0.50*raw(n)
    smoothed(1) = 0.55*raw(1) + 0.45*raw(n-1)
    smoothed(2) = 0.60*raw(2) + 0.40*raw(n-2)
    ...
or generally, for -10 <= j <= +10
    smoothed(j) = (0.50+0.05*j)*raw(j) + (0.50-0.05*j)*raw(n-j)
    smoothed(n-j) = (0.50+0.05*j)*raw(n-j) + (0.50-0.05*j)*raw(j)

Do you think something like this would produce sufficiently smooth
blending?

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