Uppsala universitet

Digital Differentiation of Noisy Data Measured Through a Dynamic System

Bengt Carlsson, Mikael Sternad and Anders Ahlén

IEEE Transactions on Signal Processing,
vol 40, pp 218-221, January 1992. © 1992 IEEE.

Also: Internal Report UPTEC 90087R, Dept. of Technology, Uppsala University.

Paper In Pdf.


Abstract:
Design of discrete time differentiating filters, in presence of coloured noise and non-negligible transducer dynamics is investigated. The signal and noise are described by ARMA-models, possibly with poles on the unit circle. The mean square error-optimal filter, based on a discrete time approximation of the derivative operator, is given by a spectral factorization and a linear polynomial equation.

Related publications:
Paper in IEEE Trans. SP 1991, on closely related algorithms.
Paper in IEEE Trans. ASSP 1989, on the design of deconvolution estimators and differentiators.
Book chapter (Academic Press 1994) on the polynomial approach to Wiener filter design.

| Research on polynomial methods | Main entry in list of publications |
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