Numerical differentiation of noisy, nonsmooth data (Q420148): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.5402/2011/164564 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1978060721 / rank | |||
Normal rank | |||
Revision as of 20:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical differentiation of noisy, nonsmooth data |
scientific article |
Statements
Numerical differentiation of noisy, nonsmooth data (English)
0 references
21 May 2012
0 references
Summary: We consider the problem of differentiating a function specified by noisy data. Regularizing the differentiation process avoids the noise amplification of finite-difference methods. We use total-variation regularization, which allows for discontinuous solutions. The resulting simple algorithm accurately differentiates noisy functions, including those which have a discontinuous derivative.
0 references
total-variation
0 references
regularization
0 references
noisy function
0 references
discontinuous dervative
0 references
