Numerical differentiation with annihilators in noisy environment - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Numerical Algorithms Year : 2009

Numerical differentiation with annihilators in noisy environment

Abstract

Numerical differentiation in noisy environment is revised through an algebraic approach. For each given order, an explicit formula yielding a pointwise derivative estimation is derived, using elementary differential algebraic operations. These expressions are composed of iterated integrals of the noisy observation signal. We show in particular that the introduction of delayed estimates affords significant improvement. An implementation in terms of a classical finite impulse response (FIR) digital filter is given. Several simulation results are presented.
Fichier principal
Vignette du fichier
Num_differentiation.pdf (355.55 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inria-00319240 , version 1 (07-09-2008)

Identifiers

Cite

Mamadou Mboup, Cédric Join, Michel Fliess. Numerical differentiation with annihilators in noisy environment. Numerical Algorithms, 2009, 50 (4), pp.439-467. ⟨10.1007/s11075-008-9236-1⟩. ⟨inria-00319240⟩
3291 View
2174 Download

Altmetric

Share

Gmail Facebook X LinkedIn More