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2004 | 14 | 2 | 201-208

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A numerical procedure for filtering and efficient high-order signal differentiation

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In this paper, we propose a numerical algorithm for filtering and robust signal differentiation. The numerical procedure is based on the solution of a simplified linear optimization problem. A compromise between smoothing and fidelity with respect to the measurable data is achieved by the computation of an optimal regularization parameter that minimizes the Generalized Cross Validation criterion (GCV). Simulation results are given to highlight the effectiveness of the proposed procedure.








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  • Department of Automated Production, École de Technologie Supérieure, 1100, rue Notre Dame Ouest, Montreal, Québec, H3C 1K3 Canada
  • Laboratoire des Signaux et Systèmes, CNRS, Supélec, 3 rue Juliot Curie 91190, Gif-sur-Yvette, France


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