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

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Ibrir S., Diop S.

International Journal of Applied Mathematics and Computer Science

2004

tom 14

nr 2

201-208

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.

Ograniczanie wyników

1 International Journal of Applied Mathematics and Computer Science

1 Diop S.

1 Ibrir S.

1 2004

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