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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.
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Research
on polynomial methods
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Main
entry in list of publications
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