In this paper, a filtering stage based on employing a Savitzky-Golay (SG) filter is proposed to be used in the spectrum sensing phase of a Cognitive Radio (CR) communication paradigm for Vehicular Dynamic Spectrum Access (VDSA). It is used to smooth the acquired spectra, which constitute the input for a spectrum sensing algorithm. The sensing phase is necessary, since VDSA is based on an opportunistic approach to the spectral resource, and the opportunities are represented by the user-free spectrum zones, to be detected through the sensing phase. Each filter typology presents peculiarities in terms of its computational cost, de-noising ability and signal shape reconstruction. The SG filtering properties are compared with those of the linear Moving Average (MA) filter, widely used in the CR framework. Important improvements are proposed.